Understanding the evolution of energy consumption and efficiency in China would contribute to assessing the effectiveness of the government’s energy policies and the feasibility of meeting its international commitments. However, sub-national energy consumption and efficiency data have not been published for China, hindering the identification of drivers of differences in energy consumption and efficiency, and implementation of differentiated energy policies between cities and counties. This study estimated the energy consumption of 336 cities and 2,735 counties in China by combining Defense Meteorological Satellite Program/Operational Line-scan System (DMSP/OLS) and Suomi National Polar-Orbiting Partnership/Visible Infrared Imaging Radiometer Suite (NPP/VIIRS) satellite nighttime light data using particle swarm optimization-back propagation (PSO-BP). The energy efficiency of these cities and counties was measured using energy consumption per unit GDP and data envelopment analysis (DEA). These data can facilitate further research on energy consumption and efficiency issues at the city and county levels in China. The developed estimation methods can also be used in other developing countries and regions where official energy statistics are limited.