IoT devices are expected to proliferate significantly in the coming years. While computational requirements have, in general, become more demanding, capacity gains in device battery technology have increased only incrementally. The result is the well-known battery gap. In this position paper, we highlight the need for security researchers to consider the energy implications of their approaches, technologies, and solutions for IoT devices. First, we motivate and describe the problem of energy efficiency in IoT device security. Next, we discuss power measurement methodologies available to researchers for examining the energy efficiency implications of new algorithms and solutions within their work. We then describe a case study of academic research illustrating how energy efficiency can be treated as a first order consideration within an IoT security research investigation. Finally, we discuss the handling of energy efficiency goals and metrics within research on IoT devices. Our objective is to build awareness of energy efficiency as a first-order consideration for the IoT security research community. Overall, we provide information on how and why energy efficiency should be addressed in IoT device security research, including measurement frameworks, goals metrics, and an illustrative case study.