It has been seven years old since Shanghai Cooperation Organization (SCO) set up, it has made remarkable achievements in political, economic and security fields. However, SCO lacks longterm effective cooperation mechanisms; high degree trade dependence and the lower level of economic development restrict mutual investment among related countries. Those lead to a certain degree of difficulty when member states carry out economic cooperation. According to the problems in economic cooperation, by consolidating mechanism construction to establish effective cooperation mechanism, to use individual to drive the whole organization, to consolidate economic cooperation, to accelerate economic structural adjustment and to increase economic power to enlarge new cooperation fields, the economic cooperation of SCO can be promoted.