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Fair Value Measurements Fair Value Measurements (Details) - USD ($)
$ in Millions
 3 Months Ended 9 Months Ended
Jun. 30, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Sep. 30, 2022
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Financing Receivable, after Allowance for Credit Loss $ 127   $ 127   $ 96
Investments          
Government debt securities 363   363   394
Corporate debt securities 444   444   283
Mortgage and asset-backed securities 35   35   52
Institutional mutual funds 290   290   242
Forward debt securities contracts 8   8   4
Private credit measured at net asset value 144   144   103
Private equity funds measured at net asset value(1) 605   605   487 [1]
Private real estate funds measured at net asset value(1) 382   382   369 [1]
Commingled funds measured at net asset value(1) 1,273   1,273   1,203 [1]
Total investments 4,202   4,202   3,671
Commodity contract derivatives 22   22   152
Total derivatives not subject to master netting or similar arrangement 22   22   152
Total 4,224   4,224   3,946
Liabilities          
Currency swaps [2] 161   161   240
Interest rate swaps 837   837   905
Commodity contract derivatives 11   11   7
Derivative Liability, Not Subject to Master Netting Arrangement 11   11   7
Total 1,256   1,256   1,160
Decommissioning Fund Investments 1,200   1,200    
Balance in NDT 2,900   2,900    
Equity Securities, FV-NI 658   658   534
Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement         123
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 247   247   8
NDT [Member]          
Liabilities          
Debt and Equity Securities, Unrealized Gain (Loss) 31 $ 105 79 $ 85  
Debt and Equity Securities, Unrealized Gain (Loss) 31 105 79 85  
ART [Member]          
Liabilities          
Debt and Equity Securities, Unrealized Gain (Loss) 7 35 23 26  
Debt and Equity Securities, Unrealized Gain (Loss) 7 $ 35 23 $ 26  
Fair Value, Inputs, Level 1          
Investments          
Government debt securities 302   302   358
Corporate debt securities 0   0   0
Mortgage and asset-backed securities 0   0   0
Institutional mutual funds 290   290   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 1,250   1,250   1,134
Commodity contract derivatives 0   0   0
Total 1,250   1,250   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 658   658   534
Fair Value, Inputs, Level 1 | Commodity Contract under FHP          
Investments          
Total derivatives not subject to master netting or similar arrangement         0
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 0   0   0
Fair Value, Inputs, Level 2          
Investments          
Government debt securities 61   61   36
Corporate debt securities 444   444   283
Mortgage and asset-backed securities 35   35   52
Institutional mutual funds 0   0   0
Forward debt securities contracts 8   8   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 548   548   375
Commodity contract derivatives 22   22   152
Total 570   570   650
Liabilities          
Currency swaps 161   161   240 [2]
Interest rate swaps 837   837   905
Commodity contract derivatives 11   11   7
Total 1,256   1,256   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         123
Liabilities          
Derivative Liability, Not Subject to Master Netting Arrangement 247   247   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
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.