The methodical approach to the integrated evaluation of the energy independence of the country and its regions has been improved based on the multidimensional mean, which includes the selection of statistical indicators, the choice of the base of their normalization, the use of the analytic hierarchy process for evaluation of weighting coefficients and the method of aggregation of indicators in the integrated evaluation of energy independence. Using the coverage ratio of consumption with the production of fuel and energy resources, the state of energy dependence has been analyzed for some world countries, which have successes in conducting the energy policy and experience of which should be implemented in the national strategy for the development of the energy complex. The calculation of integral indicators of energy independence for each region will make it possible to determine the “strong” and “weak” regions in the energy sector, identify the reasons of lagging of the most “energy-dependent” areas, and develop appropriate recommendations for improving energy independence for each region.