Cointegration Analysis, Granger causality analysis and error correction are made based on a systematic study of the natural gas consumption factors of interaction between gas consumption and GDP, industrial structures. Cointegration analysis confirmed that the long-run equilibrium point of view, there are GDP and industrial structure of the positive role of natural gas consumption, indicating that China's sustained economic growth in the future will lead to increasing consumption of natural gas; Granger causality test confirmed the presence of natural gas is only a two-way causal relationship between consumption and GDP; industry bodies only unidirectional causality; error correction analysis, short-term fluctuations in GDP is a major factor in the short-term fluctuations in natural gas consumption, the short-term effects of the industrial structure is not obvious. Proposed national gas when planning long-term development strategy should pay attention to the long-term effects on GDP and industrial institutions, but more should pay attention to the short-term impact of economic changes on the domestic natural gas consumption due to the short term.