The slitless spectroscopy assembly of the Chinese Space Survey Telescope (CSST) will be installed in front of the main focal plane detector of the sky survey module to conduct wide-field, wide-band slitless spectral observations. As an important dispersion element of the sky survey module, the slitless spectroscopy assembly is composed of 24 gratings and 12 filters. Spectral efficiency is one of the important technical indicators of the slitless spectroscopy assembly, and it needs to be tested during the development process. Due to the large envelope of the slitless spectroscopy assembly, commercial spectral efficiency measurement equipment cannot be used for testing. This paper addresses the issue of spectral efficiency testing for the slitless spectroscopy assembly. Firstly, the basic structure and measurement principles of the slitless spectroscopy assembly spectral efficiency testing system built in the laboratory are introduced. Then, the steps and results of the spectral efficiency measurement for the initial sample of the slitless spectroscopy assembly are given. Finally, the accuracy of the measurement results is analyzed and calculated using error synthesis theory. The measurement and calculation results show that the average spectral efficiency of the initial sample for the slitless spectroscopy assembly is 51.9% in the GU band, 67.9% in the GV band, and 71.6% in the GI band (67.7% in the 900--1000 nm band), meeting the technical requirements.