The results of empirical analysis show that: the relationship between Xinjiang's economy growth and its investment in a long-term equilibrium is a parabola with downward opening, and the relationship between Xinjiang's economy growth and its consumption in the long-run equilibrium is a parabola with upward opening. The highest level of output of Xinjiang's economy growth driven by its investment has not appeared, and the maximum driven-effect of Xinjiang's economy growth will reach when the scale of investment reached 4.64666 trillion Yuan. The lowest level of output of Xinjiang's economy growth driven by its consumption appeared between 1979 and 1980, and the minimum driven-effect of Xinjiang's economy growth had reached when the consumption reached 31.58051 billion Yuan, and its contribution to GDP only accounted for 1/5 to 1/4 to corresponding year. The investment scale of Xinjiang is still in the interval with the positive promoting effect on economy growth, and its consumption is in the interval with the positive promoting effect on economy growth, too. However, they are certain constraints on Xinjiang investment scale and its consumption level to enhance more.