The search for extraterrestrial intelligence (SETI) has been conducted for nearly 60 years. A Dyson Sphere, a spherical structure that surrounds a star and transports its radiative energy outward as an energy source for an advanced civilisation, is one of the main targets of SETI. In this study, we discuss whether building a Dyson Sphere around a black hole is effective. We consider six energy sources: (i) the cosmic microwave background, (ii) the Hawking radiation, (iii) an accretion disk, (iv) Bondi accretion, (v) a corona, and (vi) relativistic jets.