Taking Xinjiang for instance, this paper collected the related data of foreign trade, and analyses the actuality of Xinjiang’ s open economy and the reasons and points out that the basic reason for low open economic level of Xinjiang is dualshortage of local government institution innovation supply and foreign trade enterprises technological innovation ability. On this basis, the paper gives some related innovative strategies to the government and enterprises, which expect to improve the open economy level of other frontier districts and accelerate the economic development and social stability.