Aiming at the insufficiency of empirical research on the relationship between new infrastructure and the industrial structure of the logistics industry, this paper constructs the index system of new infrastructure and industrial structure upgrading of the logistics industry based on the relevant data of Henan Province from 2001 to 2019, combines with the state-space model, and analyzes the dynamic influence effect of new infrastructure on the industrial structure upgrading of logistics industry through the co-integration test and Granger causality test. The results show that new infrastructure is the Granger cause of industrial structure upgrading of the logistics industry, and there is a long-term equilibrium relationship between the two. Combined with the estimation results of the state-space model, it can be seen that the elasticity coefficient of new infrastructure on the industrial structure upgrading of the logistics industry is positive and inverted “U” shape, indicating that the new infrastructure has a positive promotion effect on the industrial structure upgrading of the logistics industry. In this regard, in order to better play this positive role, relevant policy suggestions are put forward.