The reasonable industrial structure is the key to the regional economic growth. Shanxi is a typical resource-based Province, and the research of industrial structure adjustment and optimization has became the focus of the restructuring and development after the province is set to Comprehensive Reform District by the State Council in 2010. This paper uses shift-share method (SSM) to analyze 19 industrial sector in industrial structure of Shanxi province between 2008 to 2012, and the industry sectors are classified according to the advantage. To achieve the transformation of development in Shanxi Province, article considers reducing the share of the mining industry gradually; For the industrial sector which has a structural advantage or competitive advantage should be given policy support; For sectors are no advantage should be taken stable development of policy.