In our paper we aim at analysing the social factors influencing energy use and energy efficiency in four different European countries, using the data from the PENNY research (Psychological social and financial barriers to energy efficiency—Horizon 2020). As a part of the project, a survey was conducted in four European countries (Italy, The Netherlands, Switzerland and Hungary) to compare environmental self-identity, values and attitudes toward the energy use of European citizens. Previous research has examined the effect of a number of factors that influence individuals’ energy efficiency, and attitudes to energy use. The novelty of our paper that presents four attitudes regarding energy use and environmental consciousness and compares them across four different regions of Europe. It analyses the differences between the four attitudes among the examined countries and tries to understand the factors explaining the differences using linear regression models of the most important socio-demographic variables. Finally, we present a typology of energy use attitudes: four groups, the members of which are basically characterised by essentially different attitudes regarding energy use. A better understanding of the diversity of energy use may assist in making more accurate policy decisions.