Energy efficiency of high energy-consuming industries plays a significant role in social sustainability, economic performance and environmental protection of any nation. In order to evaluate the energy efficiency and guide the sustainability development, various methodologies have been proposed for energy demand management and to measure the energy efficiency performance accurately in the past decades. A systematical review of these methodologies are conducted in the present paper. First, the classification of the industrial energy efficiency index has been summarized to track the previous application studies. The single measurement indicator and the composite index benchmarking are highly recognized as the modeling tools for power industries and policy-making in worldwide countries. They are the pivotal figures to convey the fundamental information in energy systems for improving the performance in fields such as economy, environment and technology. Second, the six factors that influence the energy efficiency in industry are discussed. Third, four major evaluation methodologies of energy efficiency are explained in detail, including stochastic frontier analysis, data envelopment analysis, exergy analysis and benchmarking comparison. The basic models and the developments of these methodologies are introduced. The recent utilization of these methodologies in the energy efficiency evaluations are illustrated. Some drawbacks of these methodologies are also discussed. Other related methods or influential indicators for measuring energy efficiency performance have also been presented. Finally, the related polices and suggestions based on the energy efficiency evaluations are provided. (C) 2016 Published by Elsevier Ltd.