The total factor energy efficiency (TFEE) of the Belt and Road (B&R) key regions in China are the research objectives. The research scheme consists:measurement, decomposition and influence factors analysis. Three kinds of undesirableoutputs of air and water pollution is considered Firstly, a super-efficiency SBM model was used to measure the TFEE of the key regions during 2005~2015. Then, a Malmquist index was applied to analyze the TFEE changes. Finally, a Tobit model was applied to analyze10 influence factors. The results showed that, during 2005~2015, no significant progress is found in the TFEE of key regions; and there existed difference in the TFEE with different economic belts:"the road" key regions had the highest TFEE, followed by the whole key regions, and "the belt" key regions had the lowest TFEE. The TFEE of them are stabled at 0.96, 0.82 and 0.76 level. The Malmquist index of most of the key regions is larger than 1, indicating that the productivity has improved but there may be the rebound effect. In addition, we found that, economic development, industrial structure, opening-up and energy price were the major positive influence factors of TFEE; while research and development, government intervention, productive factor proportion and industrial pollution were the major negative influence factors of TFEE.