As China has committed to the international community to effectively control CO₂ emissions, it is necessary for the regions of China to launch an in-depth analysis about energy use and CO₂ emission efficiency. In this paper, each province of China will be regarded as an independent decision-making unit. After judging their return to scale state by the traditional DEA theoretical model, we use the SBM and RE/CE models, which respectively solve the problems of slack variables, and the traditional model does not reflect factors such as price, which is truly existing. Then we get a more comprehensive efficiency that reveals Chinese energy use and the CO₂ emissions situation. From the empirical study of 30 regions in China, we know that the southern region of China has the most efficient score while northeastern China has poor performance. Price factor has a significant influence on energy use and CO₂ emissions efficient score of some provinces. Our study shows that northern and northeastern China should make more of an effort on energy consumption reduction in order to improve the efficiency score. Instead, northeastern and central China should pay more attention improving energy conversion technology in order to increase their efficiency.