The sustainable development of the mining industry is essential for economic growth. However, this practice necessitates environmental protection and social sustainability. This study uses the super-efficient epsilon-based measure (EBM) model to measure mining energy efficiency (MEE) based on panel data for 30 provinces from 2007 to 2021 in China. We empirically examined the effects of technological innovation (TEC) on MEE and the mediating and threshold effects of industrial structure upgrading (IS) between the two through the fixed, mediating, and threshold effects models. The study findings show that TEC is conducive to enhancing MEE and that this role is relatively robust regarding the mechanism of action. TEC enhances the MEE industry through the IS. We observed the impact of TEC on MEE in the threshold effect of IS—as the level of IS rises, the role of TEC on MEE shows an increasing marginal effect. Therefore, the government should encourage the construction and innovation of technology to optimise the industrial structure and layout and improve energy efficiency in the regional mining industry. This study is a useful supplement to the study of MEE and provides new perspectives and methods for understanding and improving MEE. Meanwhile, the study results provide an important reference for the government to formulate long-term planning and policies for mining development, which is of great significance for optimising the structure of mining resources and improving MEE in the region.