The eccentricity (anti-adjacency) matrix $\varepsilon(G)$ of a graph $G$ is obtained from the distance matrix by retaining the eccentricities in each row and each column. The $\varepsilon$-eigenvalues of a graph $G$ are those of its eccentricity matrix $\varepsilon(G),$ and the eccentricity energy (or the $\varepsilon$-energy) of $G$ is the sum of the absolute values of $\varepsilon$-eigenvalues. In this paper, we establish some bounds for the $\varepsilon$-energy of the complete multipartite graph $K_{n_1, n_2, \ldots,n_p}$ of order $n= \sum_{i=1}^p n_i $ and characterize the extreme graphs. This partially answers the problem given in Wang {\em et al.} (2019). We finish the paper showing graphs that are not $\varepsilon$-cospectral with the same $\varepsilon$-energy.