The article overviews the threats and challenges the Baltic States (Estonia, Latvia and Lithuania) faced in the energy security sector since the re-establishment of their independences in 1990 and 1991. The article briefly defines the course the Baltic States took in energy governance and problems they faced in domestic level and multilateral cooperation while implementing regional energy security projects. The article underlines the importance of strong international institutions which play their roles in implementing energy security projects, like the European Union. The article also mentions the importance of NATO, an institution allowing Lithuania to shape energy security discourse. The lessons of the Baltic States should be taken into account by the states of the South Caucasus region allowing them to avoid challenges and pitfalls the Baltic States faced and implement their energy security policy more efficiently.