Currently, the development of industrial manufacturing and the energy consumption management for the natural gas demand better methodological tools to evaluate the efficiency of the enterprise’s energy strategy because modern methodological grounds for energy efficiency analysis do not account for a number of factors which affect the usage of secondary energy resources and do not offer any reasonable management solutions aimed to improve the efficiency of natural gas consumption in manufacturing processes. Current conceptual approaches to the evaluation of the natural gas consumption strategy by an industrial enterprise do not comprehensively consider the interaction between the enterprise’s energy supply in-house factors and the factors of energy resource market environment. Along with that, developing a strategy for the efficient natural gas consumption turns out to be the key factor to increase the competitiveness of an industrial enterprise, to guarantee a sustainable economic growth of industry, and to improve the ecological situation in the country. The purpose of the present research is to develop a comprehensive approach to natural gas consumption strategy for an industrial enterprise, this approach including a business model for strategy implementation and efficiency evaluation tools. The novelty of the research is as follows: 1) the studies in the energy efficient strategy are offered to apply new notions such as strategic competencies of energy efficiency and business competencies of energy efficiency which were used to justify author’s mathematical tools for the development of energy efficiency strategy for natural gas consumption and its business model; 2) the paper proposes an evaluation method for energy efficient strategy in natural gas consumption and its business model which determines the proportions based on the key indicators of enterprise’s energy efficiency. A well-proportioned system of these indicators is developed from the strategic competencies of the enterprise’s energy efficiency and includes the assessment of energy efficient, economic, financial, ecological sustainability. The key purpose of strategy’s development is seen to be a ready-to-use management system for the efficient natural gas consumption at an industrial enterprise, the system arising from the sustainable, dynamic, and innovative energy consumption economy which meets all modern requirements of the energy efficient development in industrial manufacturing. Compilation and implementation of natural gas consumption strategy within the proposed system of well-proportioned indicators is examined under three criteria: compliance, competitiveness, and efficiency. The system of well-proportioned indicators includes a strategic management map for the efficient natural gas consumption. This map visualizes the strategic goals and the key tasks of the energy efficient strategy. The author’s model of the energy efficient strategy as a system of well-proportioned dynamic indicators can be applied by the national industrial enterprises to identify the areas and to reason the management decisions aimed to improve the efficiency of natural gas consumption in manufacturing. The author’s conceptual approach to the strategy of the efficient natural gas consumption was tested at the metallurgic enterprises in Chelyabinsk region. Test results prove the trend in extending the evaluation of the efficiency of the natural gas consumption strategy, which could support the coherence of the strategic goals for the energy efficiency management at different levels of economy hierarchy: country, region, industry, and an industrial enterprise. The research reveals the connection between the strategy, its business model, and the manufacturing efficiency when achieving the goals of the enterprise’s energy efficient strategy. It has been justified that the efficiency manufacturing organization provides a real basis for the natural gas consumption strategy and requires additional investments into the advanced energy saving and energy efficient technologies. In its turn, this intensifies the extended recovery of the fixed assets at the national enterprises. Further research is seen to be focused on the analysis of the trends in developing the energy efficient strategies for natural gas consumption at the industrial enterprises, on improvement of the methodological tools for quantitative analysis of the energy efficient strategy impact on energy, economy, and ecological safety, as well as on the development of management impacts system providing the efficiency of natural gas consumption at the industrial enterprises.