Southwest Indian Ocean (SWIO) islands rely extensively on imported fossil energy to fuel their economic and social activities. This dependency coupled with energy price volatility and possible supply chain disruptions further threaten their sustainable energy future. The concept of energy vulnerability is used as a framework to assess the extent to which SWIO islands are vulnerable to adverse events by means of a composite index of energy vulnerability. It is expressed as the geometric mean of five sub-indicators: access to energy, energy import dependency, primary energy mix diversity, primary energy intensity of gross domestic product (GDP) and energy bill. Energy performances vary across SWIO islands and dimensions contributing the most to energy vulnerability are analyzed. The energy vulnerability index can be used by policy-makers as a benchmarking tool in ‘under-performing’ islands to duplicate best practices and accelerate energy transition in the region.