Efficiency is a key issue for highquality development. The promotion of oil and natural gas efficiency is of great significance to ensuring energy security, achieving highquality industrial development, and boosting the sustained and stable operation of the society and economy. To this end, by using the window DEA model of nonexpected output, the panel data of 30 provinces, municipalities, and autonomous regions in China from 2001 to 2016 was calculated to analyze the total factor oil and natural gas efficiency in various regions of China. The results show that China’s oil and natural gas efficiency continues to be improved, that there are significant regional differences in oil and natural gas efficiency, and that under the combination of internal and external factors, the gap between oil and natural gas efficiency is gradually narrowed. Based on this, according to China’s development reality, this paper proposes to actively respond to the requirements of green development, promote the construction of modern energy system, clarify energy commodity attributes to bring resources market allocation into fully play, promote energy efficiency by industrial restructuring and scientific and technological innovation, rationalize the layout of energy development in the light of regional development realities, and grasp the connotation of highquality development to promote the reform of energy efficiency.