As the COVID-19 virus spread over the world, governments restricted mobility to slow transmission. Public health measures had different intensities across European countries but all had significant impact on people’s daily lives and economic activities, causing a drop of CO2 emissions of about 10% for the whole year 2020. Here, we analyze changes in natural gas use in the industry and built environment sectors during the first half of year 2020 with daily gas flows data from pipeline and storage facilities in Europe. We find that reductions of industrial gas use reflect decreases in industrial production across most countries. Surprisingly, natural gas use in buildings also decreased despite most people being confined at home and cold spells in March 2020. Those reductions that we attribute to the impacts of COVID-19 remain of comparable magnitude to previous variations induced by cold or warm climate anomalies in the cold season. We conclude that climate variations played a larger role than COVID-19 induced stay-home orders in natural gas consumption across Europe.