This article builds the performance evaluation model by DEA method for energy saving and environmental protection industry of China. We implemented, according to its input-oriented model, an empirical analysis for energy saving and environmental protection performance of the listed companies in China (2007-2010). From the horizontal, the scores of the relative efficiency of the companies are high, and the overall performance is better. From the vertical, most of the companies' management performance is not stable; however, the industry as a whole shows a more visible growth trend.