Based on the statistical data of Huixian from 1992 to 2010, we analyze the long-term and short-term relationship between Huixian's methane energy development and GDP by using co-integration test and error correction model. The empirical results show that there is a long-term equilibrium relationship between methane energy and GDP in me city of Huixlan, and which is the one-way Granger causality of methane and GDP. In conclusion, the paper puts forward some steps about spurring economic growth, methane development and utilization in Huixian.