diff --git a/scripts/build_heat_totals.py b/scripts/build_heat_totals.py
index d0dab987..9bee63e5 100644
--- a/scripts/build_heat_totals.py
+++ b/scripts/build_heat_totals.py
@@ -16,7 +16,7 @@ idx = pd.IndexSlice
 
 def approximate_heat_demand(energy_totals, hdd):
 
-    countries = hdd.columns
+    countries = hdd.columns.intersection(energy_totals.index.levels[0])
 
     demands = {}