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Fair Value Measurements Fair Value Measurements (Details) - USD ($)
$ in Millions
 3 Months Ended 6 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Mar. 31, 2023
Mar. 31, 2022
Sep. 30, 2022
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Financing Receivable, after Allowance for Credit Loss $ 110   $ 110   $ 96
Investments          
Government debt securities 445   445   394
Corporate debt securities 310   310   283
Mortgage and asset-backed securities 39   39   52
Institutional mutual funds 273   273   242
Forward debt securities contracts 10   10   4
Private credit measured at net asset value 139   139   103
Private equity funds measured at net asset value(1) 562   562   487 [1]
Private real estate funds measured at net asset value(1) 403   403   369 [1]
Commingled funds measured at net asset value(1) 1,272   1,272   1,203 [1]
Total investments 4,082   4,082   3,671
Commodity contract derivatives 25   25   152
Total derivatives not subject to master netting or similar arrangement 25   25   152
Total 4,113   4,113   3,946
Liabilities          
Currency swaps [2] 166   166   240
Interest rate swaps 951   951   905
Commodity contract derivatives 16   16   7
Derivative Liability, Not Subject to Master Netting Arrangement 16   16   7
Total 1,412   1,412   1,160
Decommissioning Fund Investments 1,200   1,200    
Balance in NDT 2,800   2,800    
Equity Securities, FV-NI 629   629   534
Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement 6   6   123
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 279   279   8
NDT [Member]          
Liabilities          
Debt and Equity Securities, Unrealized Gain (Loss) 34 $ 4 60 $ 32  
Debt and Equity Securities, Unrealized Gain (Loss) 34 4 60 32  
ART [Member]          
Liabilities          
Debt and Equity Securities, Unrealized Gain (Loss) 8 3 18 9  
Debt and Equity Securities, Unrealized Gain (Loss) 8 $ 3 18 $ 9  
Fair Value, Inputs, Level 1          
Investments          
Government debt securities 387   387   358
Corporate debt securities 0   0   0
Mortgage and asset-backed securities 0   0   0
Institutional mutual funds 273   273   242
Forward debt securities contracts 0   0   0
Private credit measured at net asset value 0   0   0
Private equity funds measured at net asset value(1) [1]         0
Private real estate funds measured at net asset value(1) 0   0   0 [1]
Commingled funds measured at net asset value(1) 0   0   0 [1]
Total investments 1,289   1,289   1,134
Commodity contract derivatives 0   0   0
Total 1,289   1,289   1,134
Liabilities          
Currency swaps 0   0   0 [2]
Interest rate swaps 0   0   0
Commodity contract derivatives 0   0   0
Total 0   0   0
Equity Securities, FV-NI 629   629   534
Fair Value, Inputs, Level 1 | Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement 0   0   0
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 0   0   0
Fair Value, Inputs, Level 2          
Investments          
Government debt securities 58   58   36
Corporate debt securities 310   310   283
Mortgage and asset-backed securities 39   39   52
Institutional mutual funds 0   0   0
Forward debt securities contracts 10   10   4
Private credit measured at net asset value 0   0   0
Private equity funds measured at net asset value(1) [1]         0
Private real estate funds measured at net asset value(1) 0   0   0 [1]
Commingled funds measured at net asset value(1) 0   0   0 [1]
Total investments 417   417   375
Commodity contract derivatives 25   25   152
Total 448   448   650
Liabilities          
Currency swaps 166   166   240 [2]
Interest rate swaps 951   951   905
Commodity contract derivatives 16   16   7
Total 1,412   1,412   1,160
Equity Securities, FV-NI 0   0   0
Fair Value, Inputs, Level 2 | Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement 6   6   123
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 279   279   8
Fair Value, Inputs, Level 3          
Investments          
Government debt securities 0   0   0
Corporate debt securities 0   0   0
Mortgage and asset-backed securities 0   0   0
Institutional mutual funds 0   0   0
Forward debt securities contracts 0   0   0
Private credit measured at net asset value 0   0   0
Private equity funds measured at net asset value(1) [1]         0
Private real estate funds measured at net asset value(1) 0   0   0 [1]
Commingled funds measured at net asset value(1) 0   0   0 [1]
Total investments 0   0   0
Commodity contract derivatives 0   0   0
Total 0   0   0
Liabilities          
Currency swaps 0   0   0 [2]
Interest rate swaps 0   0   0
Commodity contract derivatives 0   0   0
Total 0   0   0
Equity Securities, FV-NI 0   0   0
Fair Value, Inputs, Level 3 | Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement 0   0   0
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement $ 0   $ 0   $ 0
[1] Certain investments that are measured at fair value using the NAV per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented on the Consolidated Balance Sheets.(4) TVA records currency swaps net of cash collateral received from or paid to the counterparty if applicable, to the extent such amount is not recorded in Accounts payable and accrued liabilities. See Note 13 — Risk Management Activities and Derivative Transactions — Offsetting of Derivative Assets and Liabilities.
[2] TVA records currency swaps net of cash collateral received from or paid to the counterparty if applicable, to the extent such amount is not recorded in Accounts payable and accrued liabilities. See Note 13 — Risk Management Activities and Derivative Transactions — Offsetting of Derivative Assets and Liabilities.