Based on the data of 11 provinces and municipalities of the Yangtze River Economic Belt during 2002-2018,this paper uses variable coefficient model to analyze the impact of exchange rate change on the secondary industry and the tertiary industry.The research results show that there is significant difference in the impact of exchange rate change on the industrial structure of each region of the Yangtze River Economic Belt.With regard to the regions at the upper reaches of the Yangtze River,the change of exchange rate has obvious effect on Chongqing and Sichuan.As for the regions at the middle reaches of the Yangtze River,the change of exchange rate has relatively significant influence on Anhui and Jiangxi.In view of the delta area of the Yangtze River,the change of exchange rate has significant impact on the secondary industry of Shanghai,Zhejiang and Jiangsu.Different from the secondary industry,the influence of the change of exchange rate on the tertiary industry is different,the change of exchange rate only has significant impact on Sichuan in the regions at the upper reaches of the Yangtze River,only has significant effect on Anhui and Jiangxi which are closing to eastern coastal area in the regions at the middle reaches of the Yangtze River and has insignificant impact on Jiangsu in the delta area of the Yangtze River.