Regional economic difference of Xinjiang during 1978—2009 is analyzed by Lorenz Curve, Gini Coefficient, Theil Index, Non-parameter Analysis and Shorrocks transposed matrix and the results show that the difference in regional economic development level of Xinjiang demonstrates the trend of expansion because of the imbalance of regional development between regions of Xinjiang, meanwhile, the imbalance of regional economic development of Xinjiang appears in more and more stable inertia in regional economic pattern. According to the analysis of the affecting factors on regional economic difference of Xinjiang, this paper points out that Xinjiang should enlarge the investment in fixed assets, pay attention to rationality of regional allocation of the investment, accelerate the development of Xinjiang’s education industry to studiously realize the coordinative development between education and economy, speed up industrial structure adjustment of Xinjiang and boost the rationality and upgrading of industrial structure.