The DEA-Tobit two-step analysis method is used to calculate and analyze the energy efficiency and its influencing factors in 39 industrial subdivision sectors in China from 2003 to 2011. In the model, the input variables are capital, labor, energy, and output variables are industrial added value (desirable output), CO_2 and SO_2 (undesirable output). This paper found the following conclusions. Firstly, the industrial sectors' energy efficiency, energy pure technical efficiency and energy scale efficiency is low. Secondly, the energy efficiency has a certain degree of convergence from 2003 to 2011. Thirdly, energy pure technical efficiency has increased, while energy scale efficiency is declining with the passage of time. Lastly, the company average size and foreign investment would promote the energy efficiency in a certain extent. While total profits, property rights system and industry concentration have brought negative impact on energy efficiency in varying degrees.