Moving towards a global bioeconomy can mitigate climate change and the depletion of fossil fuels. Within this context, this work applies a set of multi-criteria decision analysis (MCDA) tools to prioritise the selection of five alternative bioenergy systems for residential heating based on the combination of three commercial technologies (pellet, wood stove and traditional fireplace) and two different feedstocks (eucalypt and maritime pine species). Several combinations of MCDA methods and weighting approaches were compared to assess how much results can differ. Eight indicators were used for a sustainability assessment of the alternatives while four MCDA methods were applied for the prioritisation: Weighted Sum Method (WSM), Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS), Elimination and Choice Expressing Reality (ELECTRE), and Preference Ranking Organization Method for Enrichment Evaluation (PROMETHEE). Regarding the sustainability performance indicators, the highest environmental impacts were calculated for the fireplace alternatives, and there was not a best environmental option. Also, no clear trend was found for the economic and social dimensions. The application of MCDA tools shows that wood stove alternatives have the best sustainability performance, in particular wood stove with combustion of maritime pine logs (highest scores in the ranking). Regarding the worst alternative, fireplaces with combustion of eucalypt logs ranked last in all MCDA rankings. Finally, a sensitivity analysis for the weighting of the performance indicators confirmed wood stoves with combustion of maritime pine logs as the leading alternative and the key role of the analysts within this type of MCDA studies.