As one of the varieties of industries, the banks aim at maximizing profit. Therefore, the bank managers have to consider how to enhance the efficiency of banks to obtain the maximum return by using smallest cost. This paper analyzes the operational efficiency of three different types of banks with DEA method from the perspective of multiple inputs and multiple outputs, and discusses the reasons for efficiency difference among the large stateowned commercial banks, jointstock commercial banks and city commercial banks. On this basis, the paper argues that China's banking industry should overall build a reasonable market structure system in the future development, the stateowned, jointstock and the city commercial banks can reach improvements by strengthening internal management, implementing strategic transition and clearly positioning, so that Chinese banking industry's operational efficiency and competitiveness will be greatly enhanced.