The idea of energy saving is nothing new. It can be traced back to as far as 1924. The evolution of Energy Efficiency policy is outlined in this chapter. We will observe that the industry is much more advanced than the average citizen in this quest and that it gives a strong priority to energy efficiency policies in the building and service sectors; this will be analysed in detail. The encouraging progress achieved in all sectors will be analysed and we will see that some implications cannot be ignored if we are to progress towards the goal of reducing global energy consumption. Surprising data will help us see that space heating and cooling of domestic and commercial buildings are the most significant consumers of final energy and therefore a part of the chapter is devoted to policies and technology (including cogeneration and district heating) developed to reduce this consumption. We will see the advances in technology which provide consumers with energy efficient appliances thanks to the EU legislation. However significant, these are not sufficient because there is a need for increased awareness on the part of the consumer; labelling policies are precisely developed to that effect. These two aspects will be presented together with concrete success stories of EU regulations.