Sustainable energy development evaluation can help the government ascertain the top-priority problem in the process of sustainable energy development and meanwhile, it offers effective information to the decision makers and public. The screening of sustainable energy development evaluation indicators and the construction of indicator system are the important precondition for sustainable energy development evaluation. This paper initially establishes an integrative index system which combines such issues as energy, economics and environment. This system can support national strategy of natural resource exploitation to reach four goals, namely, the economic efficiency, energy efficiency, energy conservation and environmental protection, so that the government can carry out sustainable energy development in the policy planning and practice. Moreover, the system takes into account the science factor and energy investment factor, giving high priority to energy security.