This　article　measures　the　total　factor　productivity　changes　of　Beijing　automobile　industry　over　the　period　of　2003-2008　based　on　Malmquist　index　through　analyzing　four　prime　automobile　enterprises.　The　results　generally　show　a　＇W＇-shaped　fluctuation　and　the　average　is　lower　than　the　national　average.　It　is　codetermined　by　technological　change　and　technical　efficiency,　and　in　different　periods　the　leading　role　is　different.　The　Beijing　automobile　industry　still　needs　to　further　strengthen　technical　innovation　and　improve　production　efficiency　simultaneously.　©　2010　IEEE.