Both of the series of electricity consumption per capita and real GDP per capita in China were found to be a stationary process around a structural break during the period of 1979–2009 by the Zivot and Andrews test. Thus, two different methodologies have been employed to test the Granger causality between the two series: the Dolado–Lütkepohl test using the VARs in levels, and the standard Granger causality test using the detrended data. Both of the results have yielded a strong evidence for unidirectional causality running from the electricity consumption to the income. This indicates that the supply of electricity is vitally important to meet the growing electricity consumption, hence to sustain the economic growth in China.