Mazda also had the lowest CO2 emissions.
BMW posted the biggest fuel economy improvement from model-year 2013 to model-year 2014.
In terms of the big picture, the EPA said overall fuel economy of new cars and trucks remained "steady" at 24.3 mpg in model-year 2014.
Truck fuel economy reached a record high of 20.4 mpg, a 0.6-mpg increase from last year and the second largest increase in 30 years.
"However, on a fleet-wide basis, this higher truck fuel economy was offset by a 5 percent increase in truck market share," the EPA noted.
Fueled by low gasoline prices, car shoppers are showing continued strong demand for pickups, crossovers and SUVs.
The average price for a gallon of unleaded gasoline in the U.S. stood at $2 on Thursday, according to the AAA Daily Fuel Gauge Report.
The federal government has set a fleet-wide fuel economy target of 54.5 mpg by 2025.
The report also noted that tailpipe emissions of new vehicles continued to get cleaner, beating their targets for the second year in a row.
Model-year 2015 data will not be available until next year's report, the EPA said.
Edmunds says: Mazda deserves a lot of credit for going to the head of the fuel-efficiency class without selling a hybrid or electric vehicle.