According to the time series data of relevant industrial from 1978 to 2008 in Gansu province，the industrial structure efficiency of Gansu Province is studied from different perspectives based on the basis of the overview of the analysis methods and by applying the analysis models including comparative labor productivity, deviation degree of industrial structure and shift—share analysis model. The results show that, in Gansu Province, the comparative labor productivity is low in the primary and tertiary industries, while that in the second industry is high; the deviation coefficient of industrial structure is big and the industry structure and employment structure is extremely asymmetric; the proportion of sunrise industry is large and has great contribution to economic growth. However, the competiveness of the three main industries is relatively weak and need further improvement.