The research aimed to identify the directions of rationalization of the energy intensity of road freight transport in the context of the long-term balance of the drifting economy. The study was related to the case of Poland, and its scope spans 8.5 years. The long-term drift of the economy and shocks from the production process of the construction, industry, and processing sectors were taken into account in the research. In addition, the structural shocks were decomposed and validated. Twenty-one statistically significant multidirectional and varying relationships between the energy consumption of road transport and production in the construction, industry, and processing sectors were confirmed, including 7 long-term and 14 immediate relationships. The leakage of shocks in production has been demonstrated in the construction, industry, and processing sectors. The shock from the construction sector lowered the energy consumption of road transport in the long run. The greatest impact of the shock occurred only after 6–12 months and slowly stabilized after approximately 24 months. On the other hand, the shock in production in the industry and processing sectors reduced energy intensity in the short term but increased in the long term. The shocks in the industry and processing sectors transformed relatively quickly.