Deriving accurate energy density functional is one of the central problems in condensed matter physics, nuclear physics, and quantum chemistry. We propose a novel method to deduce the energy density functional by combining the idea of the functional renormalization group and the Kohn-Sham scheme in density functional theory. The key idea is to solve the renormalization group flow for the effective action decomposed into the mean-field part and the correlation part. Also, we propose a simple practical method to quantify the uncertainty associated with the truncation of the correlation part. By taking the $varphi^4$ theory in zero dimension as a benchmark, we demonstrate that our method shows extremely fast convergence to the exact result even for the highly strong coupling regime.