JJJ's industrial integration sits on the top in their co-integration development. Industrial development level, marking development level of areas, varies with Beijing, Tianjin and Hebei. This paper, according to industrial economics and regional economics, uses locality entropy, Granger Causality test and VAR model impulse response to measure JJJ's industrial integration level. JJJ's third industry is of comparative advantages in Tianjin's manufacturing and Hebei's mining industry. Two-way causality exists in Hebei's industrial upgrade and economic growth, but not in Tianjin, Beijing's economic growth is one-way causality of industrial upgrade. This paper, based on JJJ's industrial integration situation and issues, presents suggestions on optimizing regional industrial layout, boosting regional connection and promoting liquidity of resources towards JJJ's integration.