Industrial structure is one of the main factors that determine energy consumption. Based on China’s energy consumption in 2015 and the goals in 13th Five-Year Plan for Economic and Social Development of the People’s Republic of China (The 13th Five-Year Plan), this paper established an input–output fuzzy multi-objective optimization model to estimate the potential impacts of China’s industrial structure on energy consumption in 2015. Results showed that adjustments to industrial structure could save energy by 19% (1129.17 million ton standard coal equivalent (Mtce)). Second, China’s equipment manufacturing industry has a large potential to save energy. Third, the development of several high energy intensive and high carbon intensive sectors needs to be strictly controlled, including Sector 25 (electricity, heat production, and supply industry), Sector 11 (manufacture of paper and stationery, printing), and Sector 14 (non-metallic mineral products industry). Fourth, the territory industry in China has a great potential for energy saving, while its internal structure still needs to be upgraded. Finally, we provide policy suggestions that may be adopted to reduce energy consumption by adjusting China’s industrial structure.