A model of coupled molecular biochemical oscillators is proposed to study non-equilibrium thermodynamics of synchronization. Under general considerations, we find that chemical interactions within an ensemble of autonomous oscillators break detailed balance and thus cost energy. This extra energy cost, in addition to the energy dissipated for driving each individual oscillator, is necessary to power the coupling interactions such as oscillator–oscillator exchange reactions, which are responsible for correcting the phase error in each individual noisy oscillator with respect to the collective oscillation of the whole ensemble. By solving the steady-state distribution of the many-oscillator system analytically and numerically, we show that the system reaches its synchronized state through a non-equilibrium phase transition as energy dissipation increases. The critical energy dissipation per period depends on both the frequency and strength of the exchange reaction, which reveals an optimal (efficient) design for achieving maximum synchronization with a fixed energy budget. We apply our general theory to the Kai system in the cyanobacterial circadian clock and predict a relationship between the KaiC ATPase activity and synchronization of the KaiC hexamers. The theoretical framework established here can be extended to study thermodynamics of collective behaviours in other non-equilibrium active systems.