Abstract: Making an empirical study on the relationship between Xinjiang Agriculture Credit and Agriculture Product by using the data from 1991 to 2004 to appraise the efficiency of bank .Based on the ways of Co-integration and Granger causality tests, the results are that Xinjiang Agriculture Credit is Co-integration with Agriculture Product; Xinjiang Agriculture Credit has closely relationship with Agriculture Product, but it doesn’t become the important factor to support Agriculture Product.