The term “energy security” is used almost everywhere in economic and political discussions related to energy supply. However, different authors use different meanings to express the concept of energy security. Quite often, this term is used to give more importance or relevance to issues that are often not inherently related to energy security. Attempts to define the essence of the concept of “energy security” have hitherto not been systematic and are characterized by a variety of approaches, and some insufficient justification especially in the aspect of state national security is notable. Our contribution to the discourse development is the consideration of energy security as part of internationally recognized indices that are developed to assess the temperature of world security. A regression modeling approach to test the crucial factors of social-economic development that impact the energy security indicators is presented. The literature analysis and review of the world’s existing national security indices show that the link between energy security and national security is in fact hardly considered. Mostly, energy security is considered in the dichotomy concerning economic security at the international, as well as national levels. The calculative regression modeling revealed that the significant correlation of economic and energy security is just for the U.S.A., the rest of the analyzed countires display the weak or non-significant correlations of the indices of economic/energy/security threats. That pushes the discussion on whether energy security is indeed so impactful a factor for geo-policy and geo-economy, or whether it is mostly the well-rolled media-supported megatrend. However, the present study notes a great shortage of long-term cross-state indices to reflect energy, economic, and national security to allow for valuable modeling.