Achieving the swift energy transition necessary to meet global climate ambitions requires concerted action across governance scales, from municipal authorities to national governments. Decision-making is often closely informed by energy system modelling, making energy models a crucial tool to foster a multi-level governance system that is based on mutual understanding and coordination across scales. Here, we review 186 energy modelling studies and identify challenges and opportunities for the energy modelling community to take into account and facilitate multi-level governance systems. We show that current energy modelling practices typically focus on and aim to support a single scale, largely overlooking the multi-level nature of energy governance. Embedding multi-level governance throughout the energy modelling process entails significant obstacles but is crucial for ensuring such approaches continue to provide timely and salient decision-support.