With the energy industry's digital transformation, energy blockchains play an important role in the storage and retrieval of energy data. However, energy information data are diverse, informative, and involve trade secrets and sensitive information of market participants. Thus, it is challenging for large-scale blockchain systems to increase their unit storage loads while protecting data privacy. In future applications, the storage model and secure retrieval of energy data will be the main issues limiting the development of energy blockchains. Therefore, an on-chain and off-chain secure retrieval scheme based on an energy blockchain is proposed in this paper, which utilizes on-chain and off-chain collaborative storage technology to reduce the storage overhead of on-chain data and a multi-chain collaborative privacy-preserving architecture to achieve interoperability and sharing of different energy data. This scheme designs encrypted lookup tables as the internal data storage structure of energy blockchain and sets flag bits to achieve the retrieval of energy data from different sources; a one-to-n lookup table is designed as the storage structure of encrypted data in the cloud, which breaks the one-to-one relationship between the query index and query object in the traditional retrieval process, thus further protecting the privacy and security of data, and achieving the energy data information. The secure retrieval of energy data information is achieved. Experimental results show that the proposed scheme is feasible, reliable, and efficient.