This paper introduces a Z-test for two correlation coefficients under neutrosophic statistics. The necessary steps to implement the proposed test are given. The statistic of the proposed test under indeterminacy introduced the first time. The application of the proposed test is given using temperature and wind speed data. From the analysis of the energy example, it is concluded that the proposed test is more efficient than the Z-test for two correlation coefficients under classical statistics in terms of the measure of indeterminacy, information, and flexibility. Based on the comparative study, it is recommended to apply the proposed test in the areas of energy and weather.