This paper deals with the efficiency of the 28 European Union (EU) Member States for the years 2008, 2010, 2012 and 2014 by employing Data Envelopment Analysis (DEA) and directional distance function to tackle undesirable outputs. Eight parameters are used, namely municipal solid waste (MSW) generation, employment rate, capital formation, gross domestic product (GDP), population density and for the first time sulphur oxide (SOx), nitrogen oxide (NOx) and greenhouse gases (GHG) emissions from the waste sector for the relevant countries.