Sustainable Waste Management (SWM) is key to achieving a full Circular Economy (CE). Monitoring the transformation path that the European Union (EU) Member States (MSs) are undertaking is, in fact, critical to assessing the impact and effectiveness of recent European waste legislation. Despite several studies have demonstrated positive performance and convergence in the treatement of waste at EU-MS level, efficiency evaluation analysis at regional level is still scant. This research attempts to benchmark Municipal Solid Waste (MSW) management performance of 167 NUTS-2 regions in 20 EU-MSs between 2008-2013, and assess whether is there any positive convergence between EU regions. The efficiency assessment is done with 4 different models of Data Envelopment Analysis (DEA) - Benefit-of-Doubt (BoD), a non-parametric approach. The measurement is presented by the Composite Indicators (CI) which considers the multi-criteria of the main waste treatments. Our results reveal that despite a progressive convergence, still substantial differences in MSW management performances exist between EU-20 regions, even within the same country. Particularly, the analysis demonstrates that best performers are registered in Central and Northern EU NUTS-2 regions, while Eastern and Southern EU NUTS-2 regions performed generally worse.