Current wireless networks face unprecedented challenges because of the exponentially increasing demand for mobile data and the rapid growth in infrastructure and power consumption. This study investigates the optimal energy efficiency of millimeter wave (mmWave) cellular networks, given that these networks are some of the most promising 5G-enabling technologies. Based on the stochastic geometry, a mathematical framework of coverage probability is proposed and the optimal energy efficiency is obtained with coverage performance constraints. Numerical results show that increasing the base station density damages coverage performance exceeding the threshold. This work demonstrates an essential understanding of the deployment and dynamic control of energy-efficient mmWave cellular networks.