The e-commerce industry has been developing extremely dynamically for many years. This development was intensified during the COVID-19 pandemic. According to the research conducted by the authors of this paper, in Poland, during the pandemic, the number of delivered parcels increased 20–100%, depending on the courier company. The research of the authors of this article focused on the energy efficiency of the last mile, which is very important for the efficiency of the entire delivery process to customers. As the authors calculated, the last mile can consume over 70% of energy of the whole distribution channel. The article presents the results of research concerning the energy efficiency of deliveries performed by couriers and express companies in Poland. Two models of distribution used Poland have been compared—direct deliveries to final customers, and deliveries to parcel lockers. The research methods are interviews with the managers and couriers, analysis of the literature, and the simulation method. According to the results of the simulations performed by the authors, distribution with the use of parcels lockers can help reduce the consumption of fuel even by 74–87% per parcel or 36% per m3. Apart from this, the authors calculated the impact of scale of operations on the energy efficiency of the transport processes on the last mile, which is an indirect effect of the growth of the e-commerce market, caused by the pandemic. Based on the results of the original research of the authors, it can be assessed that the growth of the number of the delivered parcels during the pandemic resulted in the consumption of fuel per one parcel being reduced in some cases by over 36%. The novelty of the authors’ research is that the conducted simulations regarded not only the efficiency of the processes, but also the energy consumption in delivering parcels at the last mile and during the pandemic.