The acceleration of software development and delivery requires rigorous continuous testing and deployment of software systems, which are being deployed in increasingly diverse, complex, and dynamic environments. In recent years, the popularization of DevOps and integrated software forges like GitLab and GitHub has largely democratized Continuous Integration (CI) practices for a growing number of software. However, this trend intersects significantly with global energy consumption concerns and the growing demand for frugality in the Information and Communication Technology (ICT) sector. CI pipelines typically run in data centers which contribute significantly to the environmental footprint of ICT, yet there is little information available regarding their environmental impact. This article aims to bridge this gap by conducting the first large-scale analysis of the energy footprint of CI pipelines implemented with GitHub Actions and to provide a first overview of the energy impact of CI. We collect, instrument, and reproduce 838 workflows from 396 Java repositories hosted on GitHub to measure their energy consumption. We observe that the average unitary energy cost of a pipeline is relatively low, at 10 Wh. However, due to repeated invocations of these pipelines in real settings, the aggregated energy consumption cost per project is high, averaging 22 kWh. When evaluating CO2 emissions based on regional Wh-to-CO2 estimates, we observe that the average aggregated CO2 emissions are significant, averaging 10.5 kg. To put this into perspective, this is akin to the emissions produced by driving approximately 100 kilometers in a typical European car (110 gCO2/km). In light of our results, we advocate that developers should have the means to better anticipate and reflect on the environmental consequences of their CI choices when implementing DevOps practices.