Abstract: Price plays a significant role in regulating the supply and demand of vegetables due to its directing of the spatial distribution of vegetables automatically. This paper studied price transmission relationship of celery between different wholesale markets of Beijing, Tianjin, Hebei Province, Shandong Province and Liaoning Provinces. The results showed that the celery price had a strong transmission from Beijing market to Hebei and Tianjin market; the reaction of the celery price in Hebei market presented the same direction as that of Beijing and the conducting strength was from strong to weak, Tianjin market had more intense response to the Beijing market in celery price change. Celery price variance of outside Beijing markets explained by the Beijing section was 30% or less, but the contribution of Beijing market to the price variance of celery in Tianjin and Hebei markets was more than 80%. It was obviously that the impact of celery price changes in markets outside Beijing was small on the Beijing market, but the celery price changes in Tianjin and Hebei markets which were closer to Beijing market were influenced by Beijing market greatly. Therefore, improving the self-sufficiency rate of celery as the representative of leafy vegetables in Beijing market and the degree of information interaction of price and market supply and demand between Beijing and neighboring markets is significant for ensuring stable celery prices and enhancing efficiency of resource allocation.