European Commission developed the European Innovation Scoreboard (EIS) as the instrument evaluated and compared the innovation performance of the member States under the Lisbon Strategy. The EIS 2005 includes innovation indicators and trend analyses for all 25 EU Member States, as well as for Bulgaria, Romania, Turkey, Iceland, Norway, Switzerland, the US, and Japan. EIS proposed the revision of the innovation indicators include innovation drivers, knowledge creation and innovation & entrepreneurship describe innovation input. Application and intellectual property describe innovation output. This study utilized the data from EIS 2005 and applied Grey Relational Analysis (GRA) and Data Envelopment Analysis (DEA) to evaluate the innovation efficiency for 33 countries. This study also provide cross-national innovation policy analyze for leading innovation efficient countries. Denmark, German, Ireland, Luxemburg, Malta, and Switzerland were the most innovation efficiency countries among 33 countries in this study.