The Italian case is peculiar, in terms of climatic conditions (encompassing a very broad range of conditions), dwelling types (in terms of construction periods and urban areas), and different socio-demographic dimensions. So far, a comprehensive assessment of fuel poverty in Italy is elusive and, to fill this knowledge gap, this paper proposes a comparison between different types of indicators. To this end, different indicators taken from the literature have been considered and a new indicator, based on the ‘minimum thermal comfort’ constraint, has been further developed. All the proposed measures of fuel poverty have been applied to the ‘Household Budget Survey’ (reference year: 2015) and the results were matched with a segmentation of Italian households, previously proposed by the authors. Using this method, the ‘household scale’ was scaled up to consider the whole ‘country scale’, in the process of identifying vulnerable households. The results obtained are of practical importance and provide a rational basis for policy makers when planning strategies to address the incidence of fuel poverty in Italy.