With the progress of humanity, energy production and consumption has gradually increased over the years. In mid-1970, energy production and consumption started to have importance not only to progress and to the society, but also to the environment and, in this case, its impacts on the environment also increased, causing, for example, greenhouse gas emissions. Thus, understanding the relationship between energy consumption and its effects on society and the becomes essential for companies to achieve the goals of sustainable development. In this sense, the objective of this article is to identify the municipalities of the state of Mato Grosso do Sul with greater efficiency in the years 1991, 2000 and 2010 from the data envelopment analysis of 78 municipalities. As a result, only one municipality has very high efficiency regarding the energy consumption, population density, gross domestic product and fuel consumption and observed a reversal of efficiency between the years of 1991, 2000 and 2010 resulting in a worsening in the efficiency of the municipalities in terms of the relationship of energy consumption and its effects on the population and the environment.