The debate on the measurement of income, poverty and social exclusion in Europe has increased significantly in recent years. Poverty is a complex and multidimensional phenomenon and, according to the definition used, various measures to assess poverty are calculated and different poverty sizes are obtained. The aim of this paper is to make a review of the literature on the most used approaches to measure poverty, with a special focus on the subjective perception of poverty. Then, a set of comparable data sources suitable for self-perceived poverty analysis at EU level are illustrated with some reflections on their potentials and pitfalls.