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Risk Management Activities and Derivative Transactions Derivative Instruments That Do Not Receive Hedge Accounting Treatment (Details) (USD $)
 3 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Sep. 30, 2014
Derivative      
Change in Unrealized gains (losses) on Interest Rate Derivatives $ (184,000,000)tve_ChangeinUnrealizedgainslossesonInterestRateDerivatives $ 138,000,000tve_ChangeinUnrealizedgainslossesonInterestRateDerivatives  
Amount of gain (loss) recognized in income on derivatives 0us-gaap_DerivativeGainLossOnDerivativeNet    
Unrealized gain (loss) on derivatives 0us-gaap_UnrealizedGainLossOnDerivatives    
Interest Rate Swap      
Derivative      
Amount of gain (loss) recognized in income on derivatives 0us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember		 [1],[2] 0us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember		 [1]  
Commodity Contract Derivatives      
Derivative      
Amount of gain (loss) recognized in income on derivatives 0us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CommodityContractMember		 [1] 0us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CommodityContractMember		 [1]  
Fair value (133,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CommodityContractMember		   (96,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CommodityContractMember
Commodity derivatives under the financial trading program      
Derivative      
Amount of gain (loss) recognized in income on derivatives (14,000,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember		 [1] (20,000,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember		 [1]  
Fair value (159,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember		 [3]   (103,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember		 [3]
Coal Contract Derivatives      
Derivative      
Number of contracts 17us-gaap_NumberOfPriceRiskDerivativesHeld
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember		   24us-gaap_NumberOfPriceRiskDerivativesHeld
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember
Notional amount 31,000,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember		   31,000,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember
Fair value (107,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember		   (86,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CoalContractMember
Natural Gas [Member]      
Derivative      
Number of contracts 42us-gaap_NumberOfPriceRiskDerivativesHeld
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember		   46us-gaap_NumberOfPriceRiskDerivativesHeld
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember
Notional amount 107,000,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember		   62,000,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember
Fair value (26,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember		   (10,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_NaturalGasReservesMember
Maximum | Coal Contract Derivatives      
Derivative      
Derivative, Term of Contract 2 years    
Maximum | Natural Gas [Member]      
Derivative      
Derivative, Term of Contract 3 years    
Natural Gas [Member]      
Derivative      
Notional amount 88,195,000invest_DerivativeNonmonetaryNotionalAmount
/ tve_DerivativesUnderFinancialTradingProgramAxis
= us-gaap_NaturalGasReservesMember		   102,227,500invest_DerivativeNonmonetaryNotionalAmount
/ tve_DerivativesUnderFinancialTradingProgramAxis
= us-gaap_NaturalGasReservesMember
Fair value $ (159,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ tve_DerivativesUnderFinancialTradingProgramAxis
= us-gaap_NaturalGasReservesMember		   $ (103,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ tve_DerivativesUnderFinancialTradingProgramAxis
= us-gaap_NaturalGasReservesMember
[1] All of TVA's derivative instruments that do not receive hedge accounting treatment have unrealized gains (losses) that would otherwise be recognized in incomebut instead are deferred as regulatory assets and liabilities. As such, there was no related gain (loss) recognized in income for these unrealized gains (losses) for the three months ended December 31, 2014 and 2013.
[2] Generally, TVA maintains a level of outstanding discount notes equal to or greater than the notional amount of the interest rate swaps. However, in September 2014, TVA issued long-term Bonds in anticipation of the maturity of other long-term debt, and used the proceeds to pay down discount notes, which caused the balance of discount notes outstanding at December 31, 2014, to fall below the notional amount of the interest rate swaps. There is no impact on the statements of operations due to the use of regulatory accounting for these items.
[3] Fair values of certain derivatives under the FTP that were in net liability positions totaling $111 million and $69 million at December 31, 2014 and September 30, 2014, respectively, are recorded in TVA's margin cash accounts in Other current assets. These derivatives are transacted with futures commission merchants, and cash deposits have been posted to the margin cash accounts held with each futures commission merchant to offset the net liability positions in full.