The energy efficiency identification of machining process plays an indispensable part in achieving energy-efficient manufacturing and improving energy utilization as well as productivity and surface quality. However, there is a great difficulty to track energy efficiency in real-time based on one kind of traditional power signal. Because energy consumption is affected by many factors such as machine tool current performance, tool wear conditions and cutting parameters selection. This paper puts forward an energy efficiency recognition method as well as surface roughness prediction model based on the cutting force signals. The CEEMDAN (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise) algorithm is employed to decompose the cutting force signal into multiple IMF (intrinsic mode function) components; and characterization of energy efficiency of machining process is recognized through proportion of components based on PCA—Fast ICA algorithm. Then, a surface roughness prediction model is proposed using support vector regression (SVR) based on specific cutting energy consumption (SCEC). The orthogonal test is designed considering spindle speed, feed rate, depth of cutting and width of cutting in 3 levels to obtain the influence degree of cutting parameters on cutting force, specific energy consumption, and the surface roughness. The energy efficiency of 27 group experiments is classified into high, medium and low levels according to energy efficiency value. Finally, using the data of orthogonal test, energy efficiency state was identified. The result show that time–frequency of cutting force signals for high, medium and low energy efficiency could be extracted, and the average absolute error of surface roughness predict is 0.058. That illustrated that the proposed method could meet the industry requirement for energy efficiency monitoring and surface roughness prediction to achieve sustainable manufacturing.