In a rapidly urbanized world, the creation of a sustainable energy transportation system presents a major challenge for policy makers. Taken into consideration the threat that global warming poses for humanity, the current focus on mitigating climate change is of great significance, especially in urban areas such as cities where the resource consumption and the production of air pollution is of a great deal. The design and usage of sustainable transportation energy systems have considerable direct impacts on urban society. Exergy based methods offer an insight to the understanding of sustainable transport systems as they provide a measure of sustainability and they can be used as a useful tool for evaluating their efficiency. This chapter highlights the significance of exergy analysis in the creation of a sustainable transportation energy system. In addition, the utilization of energy and other resources by applying physical concept as exergy and the value of these tools in the design and optimization are presented in the case study of the Greek transportation system. The case study presents an energy and exergy utilization assessment for the transportation sector of Greece taking into account the sectoral energy and exergy flows for the period over 1980–2016. The road subsector appears to be the most efficient in comparison to the other subsectors for the years between 1980 and 2016. The exergy analysis provides insights into the transport energy use and could assist in the planning of an efficient transport system.