Abstract:This paper selects the time series data of 2006-2015 in Shanghai City, to build the evaluation index system of "Internet Plus" and upgrading of industry industrial structure, the use of Vector Autoregressive Model to make a empirical research the of Shanghai "Internet Plus" information index and industry industrial structure upgrade comprehensive score, and analyze the dynamic interactive relationship between each other. Research shows that although Shanghai City has a positive effect in the interaction between the integration of informationization and industrialization, but the development level of "Internet Plus" is only the one-way Grainger Cause that contributes to the promotion of the upgrading of the industrial structure, the information development level of Shanghai City is still in the early stage, "Internet Plus" applications have not yet deep into the high-level upgrading of industry industrial structure.