This paper evaluates the productive efficiency of construction industry of China in 2003 at provincial level using a non-parametric econometrics method Data Envelopment Analysis (DEA). The results show that the development of the productive efficiency is uneven. The average of productive efficiency in the east area is obviously better than that in the middle and west. The productive efficiency of Beijing, Shanghai, Zhejiang, Tianjin and Jiangsu are relatively good. Among them, the productive efficiency of Beijing and Shanghai is 1. However, Gansu, Qinghai and Yunnan gets lower productive efficiencies.