Based on multivariate production function model,the sample data from1981 to 2011 in Yunnan Province,using cointegration analysis,Vector error correction model,Granger causality test and the other methods to analysis the relationship of Yunnan's economic growth, capital stock, labor and energy consumption.Second,using the panel data model to analysis the relationship between energy consumption and economic growth of 16 prefectures in Yunnan,then we can find the difference among them.Finally, based on the empirical results and the actual situation in Yunnan, we make some policy recommendations.