A majority of carbon dioxide is emitted from cities. However, due to the complexity of urban energy consumption behaviour and lack of sufficient data, the influencing mechanisms of urban energy efficiency has not been fully understood. This paper presents a systematic study to identify the key energy efficiency drivers related with major urban performance aspects, such as R&D, livability, etc. First, the performance indicators of 25 global cities are collected from the Global Power City Index (GPCI) report and other data sources. Second, a set of data driven techniques (data envelopment analysis, clustering, and decision tree) are deployed to analyse the data. The results show that, on average, energy efficiency of European cities is the highest, 19% higher than that of North American cities and 90% higher than that of Asian cities. Livability (reflected by the number of doctors per capita) is the most important influencing factor of energy efficiency, followed by sustainability (reflected by the percentage of renewable energy use) and R&D ability (reflected by the number of top universities). On average, the efficiency of cities with high livability and high sustainability exceeds cities with low livability and low sustainability by 46% and 26%, respectively. To improve energy efficiency, optimizing the industry structure, raising public concern over energy sustainability, and promoting energy efficient equipment and technologies are the most effective measures.