In view of the complexity and non-linearity of energy consumption system and the status quo of the development of energy in Qinghai province, the relations between energy consumption and industrial structure is analyzed by using the quantitative analysis of grey relation degree by using the grey system theory. The relevancy degree among the primary industry, the secondary industry and the tertiary industry and living energy consumption are obtained, and then the trend of energy consumption in the following several years can be predicted. The results show that the secondary industry has the largest relevancy degree to the total energy consumption. In the end, according to the results of the research, several suggestions on how to saving energy are put forward. Firstly, the government should improve the high-tech industry and restrict the development of high-consumption and high-pollution industries. Secondly, the government should promote the low-carbon way of life; promote energy saving and control the energy consumption of the department of life. Thirdly, clean production should be actively promoted in the tertiary industry and the circular economy should be vigorously expanded.