The combination of deep reinforcement learning (DRL) with ensemble methods has been proved to be highly effective in addressing complex sequential decision- making problems. This success can be primarily attributed to the utilization of multiple models, which enhances both the robustness of the policy and the accuracy of value function estimation. However, there has been limited analysis of the empirical success of current ensemble RL methods thus far. Our new analysis reveals that the sample efficiency of previous ensemble DRL algorithms may be limited by sub-policies that are not as diverse as they could be. Motivated by these findings, our study introduces a new ensemble RL algorithm, termed Trajectories-awarE Ensemble exploratioN (TEEN). The primary goal of TEEN is to maximize the expected return while promoting more diverse trajectories. Through extensive experiments, we demonstrate that TEEN not only enhances the sample diversity of the ensemble policy compared to using sub-policies alone but also improves the performance over ensemble RL algorithms. On average, TEEN outperforms the baseline ensemble DRL algorithms by 41% in performance on the tested representative environments.