Based on analysis the basic trend of Yunnan's energy economy, through the energy intensity structure decomposition analytic method, this paper analyses and researches the effect of economic structural change on energy intensity in Yunnan Province. The research shows that structural changes played a certain promotion effect on the energy intensity change in the industrial level; the power of energy intensity decline in Yunnan Province, mainly from the increased efficiency of energy use; after some further analysis we found the reason of rapid decline of energy intensity in Yunnan Province is basically due to the increased efficiency of energy use in the secondary industry, which offset the fluctuations of other industry in energy intensity as well as energy intensity increased by industrial structural changes. After the analysis we draw the following conclusion: there already have certain progresses of reduce the energy intensity through adjust the economic structure of Yunnan, but there still have potential; the economic structure promoted still should take the industrialization as the main direction, and developed the tertiary industry vigorously. In order to reduce energy intensity, promoting the energy efficiency through system innovation and technology introduction is still needed. For the above situations, this paper puts forward some corresponding proposals.