The fun part is that it is actually not less energy consuming than other heating systems. You still need the same amount of energy to heat your house. The point is that it uses ambient heat as energy source, which is freely available. You just need some kind of auxiliary energy to power the process, electricity in most cases. And that power consumption is much less than just use the energy directly because you don’t use that additional energy source.
The heat pump uses the laws of thermodynamics. If you compress a gas, it gets hotter. If you expand it, it cools down. So you compress it, extract the heat, transport it outside and expand it to cool it down. Now it can absorb heat from the ambient, and you can restart the process. The absorbed heat plus the energy you used to compress the gas in the first place is the usable energy (minus some losses of course).
An AC or fridge uses the same principle by the way, just in the opposite direction. In fact, many AC units double as heat pump heaters because they can reverse the process.
Edit: [That comic](https://xkcd.com/2790/) demonstrates the process in a very simple way.
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