“Efficiency” is the marvellous concept based on which almost all economists build their judgements and theories since forever. But the way in which the efficiency argument has been used explains many of today’s bad aspects. Using “the efficiency criterion” on state policies has insurmountable scientific limitations. Ignoring them, due to lack of knowledge or rather out of interest, easily led to serious scientific errors. “Efficiency” is responsible for “legitimising” public policy, by making it turn towards the ascension of the state and the politicization of economic science. In order to explain this ideas, I will seek to show what is, in fact, the nature of efficiency and what does its myth refer to.