Abstract: Under the background of the construction of National Science and technology Innovation Center, dispersal of non-capital functions and creation of high-grade, precision and advanced economic structure, it was practical significant to explore the selection of leading industry, based on enterprise technology innovation in Beijing. On the theory of comparative advantage, this paper calculated and evaluated enterprise’s technology innovation efficiency refer to Stochastic Frontier Analysis Model, based on the panel data of Beijing’s 31 industrial enterprises during 2010-2014. According to the results, there was a significant difference between initial innovation ability and achievement transformation ability in some industries. What’s more, high technology industry’s technology innovation efficiency was much better than others. Last, some suggestions were put forward. Both of the initial innovation ability and achievement transformation ability should be taken into comprehensive consideration before deciding the leading industry. Besides, we should focus on cultivating the high technology industry, guiding the diffusion, collection and integration of industrial chain, aiming to realize industrial mutual complement and promotion and develop the superiority industrial cluster.