This study examined the nexus between components of aggregate energy consumption and sectoral output in Nigeria for the period spanning 1980 to 2014. Sequel to the unit root and co-integration estimates, the study utilized the Vector Auto-regressive (VAR) and Vector Error Correction (VEC) techniques. Thus, the study observed that the direction of causation between components of energy consumption and output of individual sectors differed. The study recommended that energy policies should be sector specific, taking into cognizance the components of energy consumption influencing the output of individual sectors.