Abstract: Because the measuring method of single factor energy efficiency is not accurate, this paper introduces the substitution effect of capital, labor and energy into measuring model of energy efficiency, and uses DEA method to measure the energy efficiency of China’s 34 industries from 1999 to 2009. Then, it carries out empirical studies on the influences of FDI, international trade, environmental regulation and labor. The results show that in the period, China industrial energy efficiency increases. The influences of FDI, international trade, environmental regulation and labor are positive, but the mechanism is different. Finally, according to the results, this paper gives some suggestions to improve China industrial energy efficiency.