By using the super efficiency SBM model and the Malmquist index model, this paper calculates and analyzes the cultural industry efficiency and its dynamic changes in 18 cities of Henan Province in 2014-2015 years. The results show that, from the perspective of static efficiency, the technical efficiency of cultural industry in Henan Province is 0.754, at a lower level, and there is a downward trend. the main reason why its technical efficiency is low, is that the scale efficiency is low. The regional difference of cultural industry efficiency is obvious, and the driving factors and input output relaxation types are diversified. From the perspective of dynamic efficiency ,the total factor productivity index of cultural industry in Henan Province is 1.052, an increase of 5.2%. The dominant factor driving its growth is the increase in efficiency change index. In order to further improve the efficiency of cultural industry in Henan Province and accelerate the leap forward development of the cultural industry, we should integrate cultural resources and optimize the allocation of resources.We should promote technological progress in cultural industries and strengthen institutional innovations in the cultural industry. We should make full use of the resources of universities and scientific research institutions to train high-quality personnel of cultural industry. Adopt a differentiated cultural industry development strategy to achieve coordinated development of cultural industries throughout the city.