An experiment on the measurements of the energy deposit of inclined cosmic ray muon bundles is being conducted at the experimental complex NEVOD (MEPhI). The complex includes the Cherenkov water calorimeter with a volume of 2000 m3 and the coordinate-tracking detector DECOR with a total area of 70 m2. The DECOR data are used to determine the local muon densities in the bundle events and their arrival directions, while the energy deposits (and hence the average muon energy loss) are evaluated from the Cherenkov calorimeter response. Average energy loss carries information about the mean muon energy in the bundles. The detection of the bundles in a wide range of muon multiplicities and zenith angles gives the opportunity to explore the energy range of primary cosmic ray particles from about 10 to 1000 PeV in the frame of a single experiment with a relatively small compact setup. Experimental results on the dependence of the muon bundle energy deposit on the zenith angle and the local muon density are presented and compared with expectations based on simulations of the EAS muon component with the CORSIKA code.