The aim of this paper is to measure Gulf Cooperation Council (GCC) banks efficiency. Data envelopment analysis (DEA) is performed to assess the technical efficiency of the top 50 GCC banks as a homogenous set over the period 2005-2008. Cross-sectional data for each year is used in the analysis to determine those banks operating on the efficiency frontiers which are used as benchmarks for their peer banks. The sensitivity of the results is investigated by applying constant return to scale (CRS) and variable return to scale (VRS) DEA models. Data on banks based on two-year period windows each and covering the overall time period 2005-2008 are incorporated into DEA analysis providing us with targets for improvement over time. The results show that only 14 banks of the sample are rated as efficient under CRS and/or VRS assumptions, and indicate that Islamic banks perform slightly better than the other types of banks.