Many countries have carrying out study for its own development index system. However, because of the countries, provinces and regional differences, development indicator system established in various regions is not operable for other regions. For Yunnan Province, as a border and minority areas, need to establish its own accepted development index system required for comparable, operability, comprehensive, systematic, forward-looking and dynamic. In this paper, Yunnan Province development index system is constructed, and development index system is weighted distribution.