The natural gas industry is an important industry which involves the national economy and the people's livelihood. There is great significance for introducing the investment and expanding the market to research natural gas pricing. From the regulated economics analysis, this paper has presented some problems existing in natural gas price formulation in China. Moreover, there are many methods on pricing natural gas such as Cost-plus method, Netback market value pricing method and so on. This paper only carries on the preliminary discussion on differential pricing method in the natural gas fixed price strategy, which demonstrates the rationality of price discrimination and application of principle and the newest achievement of price discrimination. Thereby, discrimination pricing is of priority in formulating the more reasonable natural gas price system.