This article addresses the Energy Union from the perspective of energy efficiency. The research has a multidisciplinary character, which implies an economic analysis of an empirical type, but also a theoretical approach to the benefits of energy efficiency. The author analyzes the impact of the new energy regulations on efficiency in the European Union (EU), namely the in-depth review of the Directive on Buildings Energy Performance, the new heating and cooling strategy for the intelligent transformation of this sector, as well as the strategy for protecting vulnerable consumers. The effects of the new energy efficiency regulations are more significant in a number of Member States, but as soon as these will be applied throughout the EU, the beneficial effects of increased energy efficiency are likely to be felt in the entire EU area.