Environmental taxes, including energy taxes, are applied in all EU Member States. They are considered important instruments in the implementation of the EU energy and climate policies. The main purpose of the research presented in this article is to identify trends in the EU Member States in shaping environmental tax revenues, with particular emphasis on their most important group, i.e., energy taxes. The researchers sought answers to the research question regarding the existence of converging trends in this respect. The “letter values” method was used in the research procedure, which is an extension of the box-plots method. The analysis covered 27 EU Member States. The data used in the research came from the Eurostat database (2009–2020). As a result of the research, it was found that in the EU as a whole, there is a slight downward trend in the share of environmental tax revenues in GDP and the share of environmental tax revenues in total tax revenues, while the share of energy tax revenues in total environmental tax revenues shows a slight upward trend. The decomposition of the research and the conducted comparative analysis, including the determination of specific rankings, showed that both the level and trends in the shaping of the studied variables vary considerably in the individual EU Member States.