This paper mainly introduces the longitudinal transmission mechanism of urban vegetable prices in Chongqing area. On the basis of the supply chain theory, the “farm price- wholesale price- retail price” of vegetables in Chongqing has been identified as the research object. Through statistical analysis, it is found that the above three types of price show a modest annual fluctuation of 7-12% from 2008 to 2013. Later, the paper focuses on the empirical research on the weekly price data in 2013 applying the co-integration theory, which reveals that the farm price of vegetables is largely influenced by themselves; the wholesale price of vegetables is mainly affected by their own price, the production price and the retail price of the earlier stage without the current influence of the production price; and the retail price of vegetables is also affected by their own price, but is not affected by the their current local price and the wholesale price. Vegetable prices have shown an obvious positive transmission mechanism in the links from production to retail, but the feedback effect of retail on production is not brought into play.