As an essential foundation for rural development, energy serves as a vital driving force in achieving sustainable development goals in rural areas. However, there is still limited empirical research on the relationship between rural energy and sustainable development goals. Therefore, this paper selects rural areas as the research subject. Based on panel data from 2008 to 2020, the PVAR model is used to explore the interactive relationship between energy consumption and the social-economic-environmental complex system from a dynamic perspective, and variance decomposition in the panel vector autoregressive model and the System GMM estimation are utilized for specific analysis. The research findings demonstrate that energy consumption in rural areas has a unidirectional promoting effect on economic development. Furthermore, the environmental development in rural areas has a positive driving force on energy consumption, economic development, and social development. Based on these results, feasible suggestions are proposed for the high-quality development of rural energy and the realization of sustainable development goals in rural areas.