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This study examines the relationship between energy prices and geopolitical risk. However, it was investigated relations between selected non-renewable energy prices and the Geopolitical Risk index (GPR). In the study, the Hatemi-J asymmetric causality relationship was run among brent oil price, gas price and geopolitical risk (GPR) index, geopolitical threats (GPR) index, and geopolitical acts (GPA) index by using monthly data in period of May 1990 and January 2021. Considering the general findings obtained from the study, it has been determined that geopolitical risk discourses have a partial relationship on energy prices. While the increase in geopolitical risk had a positive effect on oil prices, it was observed that the prices did not decrease when the geopolitical risk decreased. While the increase and decrease in geopolitical risk discourses do not explain the increase in gas prices, the increase in gas prices explains the increase in geopolitical Acts. In the light of the findings obtained from the study, it was determined that geopolitical risk is relatively more effective on brent oil prices. Therefore, while this is a benefit for brent oil producers, it is concluded that it does not have the same effect for gas producers.