In the era of digitalization, the large availability of data and innovations in machine learning algorithms provide new potential to improve the prediction of energy efficiency in buildings. The building sector research in the Kingdom of Saudi Arabia (KSA) lacks actual/measured data-based studies as the existing studies are predominantly modeling-based. The results of simulation-based studies can deviate from the actual energy performance of buildings due to several factors. A clearer understanding of building energy performance can be better established through actual data-based analysis. This study aims to predict the energy efficiency of residential buildings in the KSA using supervised machine learning algorithms. It analyzes residential energy trends through data collected from an energy audit of 200 homes. It predicts energy efficiency using five supervised machine learning algorithms: ridge regression, least absolute shrinkage and selection operator (LASSO) regression, a least angle regression (LARS) model, a Lasso-LARS model, and an elastic net regression (ENR) model. It also explores the most significant explanatory energy efficiency variables. The results reveal that the ENR model outperforms other models in predicting energy consumption. This study offers a new and prolific avenue for the research community and other building sector stakeholders, especially regulators and policymakers.