Energy is the foundation of modern social economy, and energy efficiency is an important issue that various countries concerned. By using the Data Envelope Analysis (DEA) method, we studied Chinas regional energy consumption and treatment situation of waste water and air pollution. So we can draw the conclusion that energy efficiency is generally good in the South China, the Northeast and the Northwest, which energy efficiency risk is low. But the efficiency is low in the North China and the East China. At the same time, the returns to scale of energy are decreasing in the North China, the East China, the Central China and the Southwest, so they should reduce the consumption of energy and enhance the treatment of waste water and air pollution, in order to reduce the Chinas regional energy efficiency risk.
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