Based on the time series data of Yunnan from 1980 to 2019, and under the framework of the C-D production function of the three elements of capital, labor and energy, using quantitative analysis tools such as Johansen cointegration test, vector error correction model, Granger causality test to conduct an empirical study on the short-term and long-term influence and inherent causality between energy consumption and economic growth. The results show that there is a mutually-promoting long-term equilibrium relationship between the two, but there is no causal relationship in the short term, indicating that Yunnan’s economic structure is optimized and its energy dependence is low. In addition, there is a correction mechanism, and the adjustment speed of the error correction item to energy consumption is significantly faster than it to the actual GDP, indicating that Yunnan's energy industry has a good self-regulation function. Finally, it is pointed out that the future development focus of Yunnan's energy industry is to accelerate the establishment of a systematic and integrated energy-economic decision-making structure, and the government should focus on creating a stable macroeconomic environment.