Macro-regional strategies (MRS) are EU initiatives to create multi-country coordination structures to strengthen joint collaboration on common challenges by participating countries and regional authorities. While their establishment was top down, these initiatives and their work plans are expected to be driven increasingly by a more bottom-up approach. To understand some of these challenges, this study focuses on the similarities and differences in the governance structures of the macro-strategies and, more specifically, their contribution to the implementation of the Energy Union, while keeping an eye on the potential role that these initiatives might have after 2020. Among its findings, this study reveals that the application of the new MRS concept to the already existing advanced set of funding policies by the EU is not fully well-suited. Yet, the MRS could play an important role in the implementation of the Energy Union. Macro-regional strategies being highly heterogeneous, local authorities need to engage more actively with their government to ensure the MRS approach is given the right relevance in the national strategies.