Background: Energy expenditure (EE) in patients with aneurysmal subarachnoid hemorrhage (SAH) may differ from other intracranial pathologies, such as intracerebral hemorrhage (ICH) or traumatic brain injury (TBI), due to an activation of the sympathetic nervous system. Indirect calorimetry (IC) is recommended, but is not always available. We study EE, catabolism, and metabolic stress in patients with SAH, TBI, ICH, and sepsis as controls. Methods: A prospective observational study was conducted in the intensive care units of the University Medical Center Hamburg-Eppendorf, Germany. IC was used to measure EE on days 2–3, 5–7, and 10–15 post-admission. Urinary catecholamines, metabolites, and urine urea were also measured. Statistical analysis included t-tests, Chi-square tests, and generalized mixed models. Results: We included 110 patients—43 SAH patients (13 with the surgical securing of the aneurysm and 30 with coil embolization of the aneurysm), 22 TBI patients, 23 ICH patients, and 22 controls. The generalized linear mixed model analysis for groups and timepoints including age, height, and weight as covariates revealed a significantly lower EE at timepoint 1 for ICH versus SAH—interventional (p = 0.003) and versus the control (p = 0.004), as well as at timepoint 2 for ICH versus SAH—interventional (p = 0.002) and versus SAH—surgical (p = 0.013) with a lower EE in ICH patients. No significant differences between groups were found for EE at the other timepoints, or concerning urine urea and measurements of catecholamines in urine. Conclusions: In patients with SAH, ICH, and TBI, no meaningful differences in EE were detected compared to septic critically ill patients, except for a lower EE in ICH patients in the early phase.