In　this　paper,　the　network　connectedness　of　informed　trading　between　industries　and　its　contagion　structure　are　studied　in　the　time　and　frequency　domains　based　on　Chinese　stock　markets.　Using　the　spillover　index　method,　we　find　significant　interindustry　spillover　effects　of　informed　trading.　Specifically,　Industrials,　Consumer　Discretionary,　and　Materials　are　the　primary　spillover　sources　that　have　strong　outward　spillover　effects　on　all　other　industries,　while　Communication　Services　and　Financial　represent　the　top　recipients　in　the　market.　In　addition,　using　the　network　community　detection　algorithm,　a　2-community　structure　of　contagion　is　further　revealed.　The　two　communities　are　driven　by　Industrials　and　Consumer　Discretionary,　respectively.　More　important,　the　strong　outward　effects　of　Industrials,　Consumer　Discretionary,　and　Materials　and　their　interlinkages　would　cause　both　intracommunity　and　intercommunity　spillovers　and　result　in　market-wide　informed　trading　contagion.　Furthermore,　the　frequency　decomposition　analysis　illustrates　that　interindustry　spillovers　of　informed　trading　are　usually　dominated　by　low-frequency　(6-200　days)　connectedness.　Finally,　the　contributing　factor　analysis　demonstrates　that　macroeconomic　changes　are　the　main　determinants　of　informed　trading　spillovers.