The aim of this study is to solve the problem of increasing the efficiency of fuel and energy complex enterprises. Because such enterprises are complex systems, it is difficult to optimize their work, taking into account all the technical indicators of such enterprises. This study proposes to solve this problem by defining an algorithm using the data envelopment analysis (DEA) method. In particular, the algorithm was applied in heating systems using the example of a combined heat and power plant, where the DEA method had not previously been used. Experiments were carried out to improve the efficiency of the combined heat and power plant. Efficiency indicators were calculated, changing inputs and outputs of the model according to the study case to achieve the maximum efficiency of the system. The Charnes; Cooper and Rhodes; and the Banker, Charnes, and Cooper models were tested with good results. The presented methodology and experimental results enabled the DEA method to be applied for the first time to improve the efficiency of fuel and energy companies.