Doesn't a commmon emitter amplifier violate law of conservation of energy?

The energy comes from the power supply. If you have a guitar amplifier and you feed in a few milli-watts from the pick-up, you'll get many tens of watts to the speaker. The extra power came from the power cable that plugs into the mains supply.

If you want to check, try unplugging it.

Your confusion might stem from the way operational amplifiers and the like are depicted in schematics - the power supply is often omitted. And there always is a power supply, unless you're dealing with a transformer, which amplifies the current (or the voltage) at the cost of the voltage (or the current), thus keeping the power constant.