Due to the different characters of economic social development and countries at different development level and income level, urbanization makes different impact on energy intensity. Using data from 52 countries in 1980—2010, by panel threshold regression method, per capita income playing as threshold variable, nonlinear influence of urbanization on energy intensity is examined. It is found that there are two thresholds between urbanization and energy intensity, and the relationships between the two is different at different income level. Higher per capita income results in lower energy intensity, while higher industrialization level leads to higher energy intensity. Higher urbanization level can increase energy intensity. For those countries whose per capita income is in the middle, the negative effect of urbanization on energy efficiency is minimum. In the view of the development stage of China, there is buffer period for the negative effect of urbanization on energy efficiency. It is suggested to shift the development mode of urbanization, to promote urbanization quality, to exert agglomeration effect of urbanization and to develop scale economy.