Ongoing geopolitical conflicts, frequent energy trade wars, and related issues significantly undermine the globalization of the energy market. The pressing questions of today’s and tomorrow’s energy transformation revolve around expanding the energy industry’s industry chain, supply chain, and value chain, as well as enhancing the market-oriented distribution of energy through innovative and transformative approaches. Currently, data have emerged as a pivotal force driving economic growth, fueling the energy revolution, and propelling the advancement of digital technologies for the creation of a comprehensive global and regional energy market. This shift introduces fresh governance concepts, theories, methods, and models. The traditional energy system’s dual challenges of high demand and high emissions exacerbate ongoing coal-power conflicts and impede the market-based reform of oil and gas pipelines. With the rapid digitization of the energy sector and the challenges posed by integrating large-scale renewable energy sources, distributed power supply, and microgrids, there is an urgent need to adopt digital strategies to address the “impossible triangle” of ensuring energy security, economic growth, and efficiency. Thus, exploring digital governance within the energy sector’s industry, supply, and value chains is crucial. This exploration aims to enhance the efficiency of market factor allocation within the energy industry amid the digital economy’s swift expansion and address the broader issues of energy market reform and global integration. The full paper is available at https://doi.org/10.3390/en17061467