Neutral-pion, pi^0, spectra were measured at midrapidity (|y|<0.35) in Au+Au collisions at sqrt(s_NN) = 39 and 62.4 GeV and compared to earlier measurements at 200 GeV in the 1<p_T<10 GeV/c transverse-momentum (p_T) range. The high-p_T tail is well described by a power law in all cases and the powers decrease significantly with decreasing center-of-mass energy. The change of powers is very similar to that observed in the corresponding p+p-collision spectra. The nuclear-modification factors (R_AA) show significant suppression and a distinct energy dependence at moderate p_T in central collisions. At high p_T, R_AA is similar for 62.4 and 200 GeV at all centralities. Perturbative-quantum-chromodynamics calculations that describe R_AA well at 200 GeV, fail to describe the 39 GeV data, raising the possibility that the relative importance of initial-state effects and soft processes increases at lower energies. A conclusion that the region where hard processes are dominant is reached only at higher p_T, is also supported by the x_T dependence of the x_T-scaling power-law exponent.
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