On the basis of the spatial panel data model, this article takes a empirical study on the energy efficiency. The results are as follows. (1) The energy efficiency has the obvious spatial dependence among the provinces of China, and the influential factors of the neighboring provinces will have impacts on the special province. (2) In various factors, the most intense are the energy price and the government intervention, which displays the inverse correlation relations with the energy efficiency. Therefore, more attention must be paid to the cooperation in provinces, the marketability reform of the energy price as well as government's unreasonable intervention in the process of the improvement of the energy efficiency.