Objective energy poverty—commonly defined using indicators such as the relationship between energy costs, income, and energy required for adequate living—has been widely studied, yet less is known about how subjective energy poverty shapes attitudes toward climate change mitigation measures. This study examines theoretical and empirical links between subjective energy poverty and support for climate measures, including fossil fuel taxation and two climate nudges. We argue that “leaving behind” harm arises from subjective energy poverty independently of objective conditions, whereas economic harms from climate nudges are more likely among individuals experiencing only objective energy poverty. Empirically, we analyze nationally representative Finnish survey data from 2023 (n = 5909) using ordered probit regression. Results show that higher subjective energy poverty is associated with lower support for climate measures. The findings highlight the importance of addressing energy poverty in designing and communicating climate policy.