The emerging technologies for connected vehicles have become hot topics. In addition, connected vehicle applications are generally found in heterogeneous wireless networks. In such a context, user terminals face the challenge of access network selection. The method of selecting the appropriate access network is quite important for connected vehicle applications. This paper jointly considers multiple decision factors to facilitate vehicle-to-infrastructure networking, where the energy efficiency of the networks is adopted as an important factor in the network selection process. To effectively characterize users' preference and network performance, we exploit energy efficiency, signal intensity, network cost, delay, and bandwidth to establish utility functions. Then, these utility functions and multi-criteria utility theory are used to construct an energy-efficient network selection approach. We propose design strategies to establish a joint multi-criteria utility function for network selection. Then, we model network selection in connected vehicle applications as a multi-constraint optimization problem. Finally, a multi-criteria access selection algorithm is presented to solve the built model. Simulation results show that the proposed access network selection approach is feasible and effective.