Should Russia escalate the Ukraine crisis, or threaten other States in post-Soviet space, the EU will need to be able to apply hard-hitting sanctions against Russian energy exports. However, the divergent dependence of European States on Russian gas imports will make it very difficult to achieve consensus on such sanctions. This article analyses the recent measures that the EU Commission has initiated to help reduce the dependence of European States on Russian gas. It explores the scope of EU competence to reduce Member State dependence on Russian gas in three key areas: promoting the use of renewables and energy efficiency; completing the internal energy market; and strengthening the EU’s position vis-à-vis external gas suppliers. The article’s conclusions examine the political factors which will hinder or enable the EU to promote greater gas supply security.