The positive analysis based on co- integration rest and error correction model about the data of economic growth and foreign direct investment during 1985 to 2003 in GuiZhou province shows that, in GuiZhou province, there is long- term dynamic equilibrium relationship between them. Long -tetrn study shows that foreign direct investment in Guizhou promotes ecconomic growth and that economic growth and foreign direct investment are positively related but the promotion effect is limited. In addition, the effect of economic growth on foreign direct investment is not apparent yet.