The type of relationship that can link energy to economic growth plays a major role in determining a country's macroeconomic policy. Several studies have therefore been conducted to develop econometric models linking energy consumption to gross domestic product (GDP). However, in these studies, energy consumption has been used in its broadest sense, covering all economic sectors that use energy (residential, industry, transportation, agriculture, etc.). The objective of this study is therefore to examine and compare this relationship between gross domestic product (GDP) and energy consumption, broken down by sector (residential, transport, and industrial), at the level of two countries. To validate our model, we took the cases of Morocco and France over the period 1990–2018, in order to highlight the impact of each sector on economic growth according to the specific characteristics of each country. To test this causality, an autoregressive distributed lag (ARDL) model was applied using Johansen's cointegration technique. The results show that energy consumption in the industrial and transport sectors contributes positively to economic growth in both countries. However, residential consumption has divergent effects, slowing growth in Morocco but stimulating it in France.