Drone delivery, once thought of as fictitious, is becoming a reality with the efforts of both forward-looking enterprises and supportive government policies. This emerging mode of e-commerce delivery raises many concerns. One important concern is the energy efficiency of direct delivery drones compared with conventional delivery trucks at a regional systems level. In this study, we develop and apply methods to quantify the regional energy impacts of drone delivery, then we assess these impacts and compare them with the impacts of truck delivery. To study this problem, we develop an optimization model that determines an optimal set of fulfillment centers (FCs) with variable service capacities that allow drones to make direct e-commerce deliveries. We adopt two drone delivery energy estimation models from the literature and use them as inputs to demonstrate the potential range of energy needs. We also develop another optimization model to account for the energy consumption of diesel trucks (DTs) and battery electric vehicles (BEVs). We test the models using validated simulation data for the Chicago metropolitan area in the U.S. to quantify the energy implications of these three delivery modes. For drone delivery, we further extend our analyses by considering the impact of wind speed and flight patterns. Our results show that direct delivery drones require 15.8% more energy than BEVs on an average windy day, and they need 15% more energy than DTs on a very windy day. We provide essential parameter values for reproducibility and list relevant open problems.