The exergy consumption during the transportation of heated oil includes four items: valid and invalid pressure exergy consumption, valid and invalid heat exergy consumption. These four parts are taken as the same loss in traditional evaluation systems of pipeline energy consumption, which somewhat hinders the further energy-conservation study. So establishing a scientific exergy consumption evaluation system is an important basis work of energy efficiency management. Based on the index system of energy efficiency for pipeline proposed by predecessors, the meaning of energy quality for exergy and the categories of exergy flow, the energy consumption index set of exergy transfer is set up in this article. Moreover, by computing exergy consumption index of exergy transfer for an oil pipeline in Daqing Oilfield, a part of representative indexes are selected by analyzing the obtained data with correlation coefficient method. Finally, the exergy consumption evaluation system is constructed.