Energy consumption and water use are inextricably linked. Combining research on energy consumption and water use in an urban context provides a scientific basis for the integrated planning of energy and water supply systems. Domestic energy and water are among the most consumed resources in urban environments. Furthermore, domestic resources represent an increasing proportion of the total resources consumed. This paper explores four key indicators of urban energy consumption (UEC) and water use in Beijing and Shanghai for the period of 2000 to 2011. Using correlation analysis, this study establishes the intrinsic relationship between UEC and water use. It also offers an analysis of the consumption trends of these two resources as well as their interactive relationship. The results show that urban domestic energy consumption (UDEC) and water use have a significant linear correlation: UDEC is positively correlated with water use, and the correlation coefficients of Beijing and Shanghai are 0.81 and 0.97, respectively. In Beijing, urban domestic energy and water use per capita are negatively correlated, with the high correlation coefficient of 0.93. In Shanghai, urban domestic energy and water use per capita are positively correlated, with the correlation coefficient of 0.90.