The assessment of building performance through energy certificates is important for tracking and improving the energy efficiency of the building stock. The reliability of these assessments is critical for achieving future energy targets. However, there is evidence of a significant Energy Performance Gap (EPG) in buildings, defined as the difference between measured and calculated energy consumption. This work performs a systematic review of EPG causes and reduction strategies in the context of heating of residential buildings. It introduces the concept of “optimal” consumption, in contrast to “theoretical” (i.e. calculated with standards) and “actual” (i.e. measured) consumption, which enables a more rigorous classification of causes and potential solutions to the EPG. This review found that inaccuracies in modelling of building characteristics and occupant behaviour has been most studied by researchers. It found that many EPG reduction strategies have been proposed, which can be categorized into two groups. The first aims to improve the energy consumption calculation by correcting the standard assumptions and/or considering new approaches to create energy certificates. The second group focuses on improving the actual performance of the building's energy systems, through better monitoring, maintenance, and general usage of the building. A range of practical strategies were identified, which are relevant to a range of stakeholder groups. At the same time, this work also highlights that understanding of the relative importance of EPG causes and the potential impact of the corresponding solutions is incomplete.