The aim of this paper is to analyze efficiency and its evolution in teams that played in the UEFA Champions League (UCL) during nine seasons. The aim is to present a research procedure for determining the most accurate DEA methodology to estimate and compare the efficiency. Design/methodology/approach First, we analyzed the existence of a temporal trend using the S statistic. We have calculated the Kruskal-Wallis statistic to verify if there is stability in relative ranks. The results of the aforementioned tests have indicated that window analysis is an accurate methodology to apply to the sample. We have analyzed 94 clubs with a sample of 288 observations, obtaining 768 efficiency ratios. They have been calculated using super-efficiency which enables to discriminate efficient units. Findings Results indicate that there is a low efficiency level in the nine seasons observed. There is a strong correlation between sports results and the efficiency of semifinalists. We conclude that improvement in a club's efficiency could enhance its sports results. Finally, as practical implications, we highlight benchmark teams and alternative sports tactics to help clubs become more efficient and achieve better sports results. Originality/Value This paper contributes to sports efficiency literature by presenting a research procedure to identify the most accurate methodology to be applied to panel data. To the best of our knowledge, this paper is the first empirical study on international football competitions applying Windows DEA to incomplete panel data.