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As the title suggests the article deals with the concept of energy security of the EU member states in respect to their dependency on oil and natural gas supplies from the Russian Federation. The aim of this paper is to explain why are the EU Member States so unwilling to give up their sovereignty in the sphere of energy and why is it so difficult to promote and carry out the Common Energy Policy of the EU in order to increase their energy security. And on the other hand, to show, what progress in the Common Energy Policy has already been achieved, mainly due to the presence of the “Russian threat”. The basic assumption of the paper is, that it is the depen-dence on foreign energy that influences, to what extent a country is willing to trans-fer control over its energy policy to the EU level. To be able to confirm or disprove this assumption, partial questions have to be answered: Why is it important to di-scuss the energy security of the EU? Why are the Russian Federation’s current po-licies being considered as a threat to energy security of the EU? To what extent do the EU / its member states depend on the imports of oil and natural gas from Russia? What are the differences in the levels of energy dependency among the member sta-tes? Can different levels of energy dependency on Russia influence the attitude of the member states towards the Common Energy Policy of the EU? Why do the con-flicts among the member states about securing the energy supplies arise (despite the Common Energy Policy)