The relationship between energy consumption and economic growth has deservedly received much attention in the literature due to its significance to sustainable development, particularly in countries such as China whose economies are growing rapidly. However, few studies have explored the spatially heterogeneous nature of this relationship within countries where there are spatial variations in the speed of economic development. This study corrects this omission and identifies how industrial GDP and employment are related to industrial electricity consumption within China and how these relationships vary over space and time using GWR (Geographically Weighted Regression) — a local statistical model which has rarely been applied in this field. The results show that in China from 1994 to 2014 industrial electricity consumption became increasingly related to industrial GDP but that this relationship varied over space and differences are quite clearly observed between the cities in the more developed East Coast Region and the rest of the country. In contrast, the correlation between industrial electricity consumption and industrial employment became weaker over this period across the whole of China. The results are in line with trends in the industrial transfer, the regional differences in industrial structure in China, as well as spatial variations in the implementation of industrial policy, all of which validate the applicability of GWR in studies of energy consumption.