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Given the international efforts in tackling climate change as well as the potential dependence on conventional energy imports and the adverse economic environment, countries in the European Union face significant challenges in the critical task of enhancing energy efficiency. Approaches exclusively oriented on detailed quantitative modelling tools like energy system and climate-economy models, however, tend to exclude certain policy instruments and risks, and be too formalised or complex for policymakers to participate, understand and trust. Several decision support frameworks have been proposed for bridging the policy-model gap and helping policymakers confidently select among a number of alternative strategies. This paper employs the expert-driven method of fuzzy cognitive mapping, a semi-quantitative modelling technique in which system dynamics are captured and simulated against different scenarios. To this end, an innovative decision support tool for building and simulating complex fuzzy cognitive maps for assessing policy strategies with the help of experts, ESQAPE, is introduced and presented. An application in Greece shows that long-term energy efficiency measures focusing mainly on behavioural change in the residential sector – as opposed to services in the private and public sectors – are perceived to be more sustainable in a socio-economically optimistic future; this is not the case when challenges across the mitigation and adaptation axes are expected to be higher.