The main purpose of this paper is to present the differences in the volume of energy consumption in transport in the EU (European Union) countries. The specific objectives aim to determine the directions of changes and the degree of concentration in the volume of energy utilized by the transport sector in EU states, showing various models in this area, to establish the association between energy absorption and the parameters of the economy and in the field of transport. All EU countries were selected for research by the use of the purposeful selection method as of 31 December 2018. The analyzed period covered the years 2004–2018. For the examination of data, grading data analysis was used as one of the methods of multivariate data analysis. Descriptive, tabular and graphic methods were used to present the results. Findings reveal that there is a general tendency to reduce total energy consumption in the EU countries. The same is the case of energy in transport. Only in 2016–2018 was there an increase in energy absorption in transport. The reason was the better economic situation in this period. Road conveyance is the most important factor in energy utilization (over 90%). The share of other modes of transport was very small. Economically developing countries were the fastest in increasing energy absorption in transport per capita. In turn, highly developed states recorded slight growth and were stable in this aspect. There was a close relationship between energy utilization in transport per capita and GDP per capita. The reduction of energy consumption in transport depends on changes in road haulage, e.g., the pace of introducing innovative energy-saving technologies in automotive transport.