The residential sector is a substantial consumer of energy worldwide, especially in China, and therefore a focus of energy conservation efforts. Although cities are basic executive units nowadays, their residential energy consumption (REC) is often overlooked. By revealing this research gap, we develop a REC calculation model at the city level (CRECM) and an improved residential stock turnover model (RSTM) to calculate the REC and residential stock of Guangdong-Hong Kong-Macao Greater Bay Area (GBA) cities. Based on these two indicators, the REC intensity is quantified to measure residential energy efficiency. The results show that 11 GBA cities see a dramatic increase in REC over the past 16 years and REC intensities of most cities have plateaued out. The total REC of GBA is expected to rise until that of Guangzhou and Shenzhen reaches the peak. Also, the over residential stock of GBA has tended to saturation in recent years after significant growth, while some cities (i.e. Zhuhai, Huizhou, and Zhongshan) tend to increase. The gaps in REC among cities can be attributed to socio-economic factors (population, GDP, and residential stock) and building characteristics (unit area and construction vintage). Both CRECM and RSTM proposed in this study can provide robust data support for developing building energy efficiency policies for GBA cities as well as other cities across the country.