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The relationship between economic development and energy consumption is revealed by employing cointegration theory, the index decomposition method, and a log-linear regression approach based on a case study of Jilin Province, China. The results suggest: 1) the economic development and energy consumption are interdetermined, whose relationship is positive and long-term. The economic development is highly depending on the energy in Jilin Province. 2) Under the condition of other unchanged factors, the change of industrial energy efficiency contributes to the energy saving, while that of industrial structure increases the energy consumption. 3) The industrial structure change enhances the energy intensity, but the energy utility efficiency change lowers it. From the view of contribution to the energy consumption, the contribution of industrial structure was more than that of the energy utility efficiency in 2000-2011. 4) In 2000-2011, the comprehensive energy intensity change and hydroelectricity energy intensity change were related to all industrial structures’ change, and the influencing factors about structure of oil energy intensity change were more than those of coal energy intensity change; from the impact degree, agricultural proportion decreased exerted an positive and greater effect on lowering the energy intensity of comprehensive energy and hydroelectricity, and industrial one did on coal and natural gas. Some conclusions can be drawn as follows: the major way to promote the coordinated development of the industrial economy and energy consumption is to optimize the industrial structure by increasing the proportion of the tertiary industry and low energy consumption industrial sectors and to enhance the energy utility efficiency.