For general dimension $d$, we prove the equidistribution of energy at the micro-scale in $\mathbb R^d$, for the optimal point configurations appearing in Coulomb gases at zero temperature. More precisely, we show that, after blow-up at the scale corresponding to the interparticle distance, the value of the energy in any large enough set is completely determined by the macroscopic density of points. This uses the "jellium energy'' which was previously shown to control the next-order term in the large particle number asymptotics of the minimum energy. As a corollary, we obtain sharp error bounds on the discrepancy between the number of points and its expected average of optimal point configurations for Coulomb gases, extending previous results valid only for $2$-dimensional log-gases. For Riesz gases with interaction potentials $g(x)=|x|^{-s}, s\in]\min\{0,d-2\},d[$, we prove the same equidistribution result under an extra hypothesis on the decay of the localized energy, which we conjecture to hold for minimizing configurations. In this case we use the Caffarelli-Silvestre description of the non-local fractional Laplacians in $\mathbb R^d$ to render the problem local.