This paper adopted Malmquist productivity index law in the DEA model. It was studied on the efficiency of technological innovation and change here in the overall high-tech enterprises in Beijing between 2005 and 2008. The results showed that the total factor productivity in technological innovation activities in the overall Beijing high-tech enterprises has improved by 38.7%, meanwhile total factor productivity in various industries have also risen. In addition, it has contributed to improve total factor productivity by changes in technology innovation activities in the Beijing high-tech enterprises and other industry. Furthermore, the changes in technical efficiency have negative effects on total factor productivity except for electronic and communication equipment manufacturing and computer and office equipment manufacturing.