The complexity of the underwater environment enables significant energy consumption of sensor nodes for communication with base stations in underwater wireless sensor networks (UWSNs), and the energy consumption of nodes in different water depths is unbalanced. How to improve the energy efficiency of sensor nodes and meanwhile balance the energy consumption of nodes in different water depths in UWSNs are thus urgent concerns. Therefore, in this paper, we first propose a novel hierarchical underwater wireless sensor transmission (HUWST) framework. We then propose a game-based, energy-efficient underwater communication mechanism in the presented HUWST. It improves the energy efficiency of the underwater sensors personalized according to the various water depth layers of sensor locations. In particular, we integrate the economic game theory in our mechanism to trade off variations in communication energy consumption due to sensors in different water depth layers. Mathematically, the optimal mechanism is formulated as a complex nonlinear integer programming (NIP) problem. A new energy-efficient distributed data transmission mode decision algorithm (E-DDTMD) based on the alternating direction method of multipliers (ADMM) is thus further proposed to tackle this sophisticated NIP problem. The systematic simulation results demonstrate the effectiveness of our mechanism in improving the energy efficiency of UWSNs. Moreover, our presented E-DDTMD algorithm achieves significantly superior performance to the baseline schemes.