Abstract The paper investigates the long run relationship between energy use per capita and per capita real gross domestic product (GDP) for 19 African countries for the period 1971–2001 using a newly developed cointegration test proposed by [Pesaran, M. H., Shin, Y, & Smith, R. (2001). Bounds testing approach to the analysis of level relationships. Jounal of Applied Econometrics, 16, 289–325], which is capable of testing for the existence of a long run relationship regardless of whether the underlying time series are individually I(0), I(1) or mutually cointegrated. The paper also uses the [Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated process. Jounal of Econometrics, 66, 225–250] version of the Granger causality test which is valid regardless of whether a series is I(0), I(1) or I(2), non-cointegrated or cointegrated of any arbitrary order. The empirical evidence shows that there was a long run relationship between the two series for only eight countries and causality for only 10 countries.