Chaotic phenomena are increasingly being observed in all fields of nature, where investigations reveal that a natural phenomenon exhibits nonlinearities and attempts to reveal their deep underlying mechanisms. Chaos is normally understood as "a state of disorder", for which there is as yet no universally accepted mathematical definition. A commonly used concept states that, for a dynamical system to be classified as chaotic, it must have the following properties: be sensitive to initial conditions, show topological transitivity, have densely periodical orbits etc. Revealing the rules that govern chaotic motion is thus an important unsolved task for exploring nature. We present herein a generalised energy conservation law governing chaotic phenomena. Based on two scalar variables, viz. generalised potential and kinetic energies defined in the phase space describing nonlinear dynamical systems, we find that chaotic motion is periodic motion with infinite time period whose time-averaged generalised potential and kinetic energies are conserved over its time period. This implies that, as the averaging time is increased, the time-averaged generalised potential and kinetic energies tend to constants while the time-averaged energy flows, i.e., their rates of change with time, tend to zero. Numerical simulations on reported chaotic motions, such as the forced van der Pol system, forced Duffing system, forced smooth and discontinuous oscillator, Lorenz's system, and Rössler's system, show the above conclusions to be correct according to the results presented herein. This discovery may indicate that chaotic phenomena in nature could be controlled because, even though their instantaneous states are disordered, their long-time averages can be predicted.