Abstract: Based on the analysis of the characteristics of state-owned enterprises' learning organization construction, and necessity of external market behavior, by applying the theories and methods of Game theory, two kinds of optimization models are established to analyze the market behavior of state-owned enterprises' learning organization construction in various market structures. Through comparing the optimal solutions of the two kinds of models, this study summarizes the influence of construction of learning organization on the cost and revenue of enterprise and its competitor, as well as on the market scale. Finally, the proposed theoretical framework and analytic model is utilized to analyze Beijing Tong Ren Tang(Group)Co., Ltd. as the empirical case.The research result indicates that in the capital market, after considering the effect of constructing the learning organization on the market scale, the market demand has a negative correlation relationship with such effect, while the economic income of the enterprise has a positive correlation relationship with such effect.