Energy is the essential material foundation of economic and social development for the subsistence and development of human beings. Nowadays, various countries are suffering from energy crisis which restricts economic development. This paper is based on the energy consumption and GDP data of Heilongjiang province from 1980 to 2009 of using unit root test, cointegration analysis and Granger causality test, aiming at validating the relationship between Heilongjiang energy consumption and economic growth. Empirical analysis shows that energy consumption can be strongly driven by economic growth, however, energy consumption plays a relative small role on promoting economic growth, and then this paper puts forward countermeasures and suggestions.