This paper uses the three industries data and input & output model to analyze the overall industrial structure level and industrial correlation in Xinjiang, and finds out that Xinjiang is positioning at the para-industrialization stage led by the second industry, with a good developing trend, gaining some achievements in industrial structural adjustment. Issues are marked by irrational developing direction of the three industries that the first industry has a poor basis, easily subject to other industries, the second industry is still high-energy-consuming, high-pollution, low-technology without supports by high-technical industries, the third industry is lagging with low technicians. This paper presents suggestions on boosting the first industry, adjusting the second industrial structure, and developing the potential of the third industry, aiming at optimizing the third industrial structure and realizing long-term stable economic development in Xinjiang.