  We present the results from an investigation of the energy dependence of
Quasi-Periodic Oscillations (QPOs) exhibited by accreting X-ray pulsars using
data from archival \textit{XMM-Newton}, \textit{NuSTAR}, \textit{RXTE}, and
\textit{NICER} observations. In a search for the presence of QPOs in 99
\textit{XMM-Newton} and \textit{NuSTAR} observations, we detected QPOs in
eleven observations of five sources, viz., 4U 1626--67 (48 mHz), IGR
J19294+1816 (30 mHz), V 0332+53 (2, 18 and 40 mHz), Cen X--3 (30 mHz), and XTE
J1858+034 (180 mHz). A positive correlation of the QPO rms amplitude with
energy is exhibited by 4U 1626--67, IGR J19294+1816, Cen X--3 and XTE
J1858+034, while no energy dependence is observed in V 0332+53. We also
analysed the energy spectrum to decouple thermal (soft-excess) from non-thermal
emission and determine if the soft-excess has different QPO properties. We
found no evidence for different QPO characteristics of the soft excess. The
\textit{NuSTAR} observations of V 0332+53 during the Type-I outburst in 2016
show the presence of twin QPOs at 2.5 mHz and 18 mHz, while the
\textit{XMM-Newton} and \textit{NuSTAR} observations during the Type-II
outburst in 2015 show a QPO at 40 mHz. We review the observed QPO properties in
the context of QPOs found in other types of accreting sources and the models
usually used to explain the QPOs in accreting X-ray pulsars.
