The lattice data for the energy density of SU(2) gauge theory are calculated with nonperturbative derivatives of the coupling constants. These derivatives are obtained from two sources: (i) a parametrization of the non-perturbative beta function in accord with the measured critical temperature and Delta beta-values and (ii) a non-perturbative calculation of the presssure. We then perform a detailed finite size scaling analysis of the energy density near T-c. It is shown that at the critical temperature the energy density is scaling as a function of VT3 With the corresponding 3D Ising model critical exponents. The value of epsilon(T-c)/T-c(4) in the continuum limit is estimated to be 0.256(23). In the high temperature regime the energy density is approaching its weak coupling limit from below, at T/T-c approximate to 2 it has reached only about 70% of the limit.