Abstract: Energy is a kind of environmental resources and the Energy-Economy-environment system is one kind of system in the sustainable development of economic and environmental-plane. There are relationships of mutual influence, mutual constraints among Energy system, economic system and environmental system. VAR model has always been used for forecasting the relevant time-series and the random perturbation of variables that affect the dynamics of one system therefore, we establish the VAR model of China's Energy-Economy-Environment based on the data of China's energy consumption, GDP and SO2 from1995 to 2006 and then forecast the years from 1995 to 2015 in this paper. Lastly, we use impulse response function and variance decomposition to analyze the dynamic relationship of China's energy, economy and environments. The results confirm that the relationship research among Energy-Economy-Environment based on VAR Model is reliable.