The Yellow River Basin is an important energy base in China. The comprehensive energy efficiency of the Yellow River basin directly affects the ecological protection and high-quality development of the region. Using the super efficiency slack based measure (SBM) model to measure the comprehensive energy efficiency of nine provinces (autonomous regions) in the Yellow River Basin from 1997 to 2017, the nuclear density estimation method was selected to analyze the temporal and spatial change characteristics of comprehensive energy efficiency, and the driving factors of comprehensive energy efficiency were analyzed with the help of the geographical detector. The results show that: (1) From 1997 to 2017, the comprehensive energy efficiency of the Yellow River Basin showed a U-shaped trend of high-low-high. The comprehensive energy efficiency of the Yellow River Basin decreased from 1997 to 2003, decreased in 2009 after rapid growth from 2004 to 2010, and increased in 2015 after continuous decline from 2011 to 2017. (2) Spatially, the comprehensive energy efficiency of the western provinces of the Yellow River Basin is relatively low, and the comprehensive energy efficiency of the central provinces is greatly affected by multiple factors, while the comprehensive energy efficiency of the eastern province Shandong is significantly higher. The comprehensive energy efficiencies of the eastern, central, and western provinces and the upper, middle, and lower reaches of the Yellow River Basin have all changed from spatially unbalanced to balanced. (3) With regard to the driving factors, the explanation power of factors is in the order of financial decentralization, urbanization level, human capital level, and the degree of opening to the outside world. Expansion of local financial expenditure, acceleration of urbanization, upgrading of talent structure, and improvement of opening-up in the Yellow River Basin jointly drive the improvement of comprehensive energy efficiency. Give full play to the comparative advantages of the Yellow River Basin, and strengthen collaboration within the basin under various policies for promoting the ecological protection and high-quality development of the Yellow River Basin.