Small Island Developing States (SIDS) suffer from several structural characteristics that jeopardize their ability to achieve a sustainable energy future. Their reliance on imported fossil fuels exacerbates their exposure to external threats on international energy markets. Their energy systems are also exposed to internal disturbances that disrupt the proper production, transmission and distribution of energy. The aim of this paper is to investigate the extent to which island energy systems are vulnerable to shocks and internal dysfunctions over which they have no control. For this purpose, we build a composite index of energy vulnerability using the Multi-Layer Benefit-of-the-Doubt approach. Such an approach enables the identification of economic, environmental and social dimensions that play an important role in the relative energy vulnerability of SIDS. Ultimately, we shed light on the priority areas requiring immediate attention in order to mitigate energy vulnerability in SIDS.