Creating competitive industries opening to the west and implementing the“going-out”strategies are important measures of Xinjiang to take part in the proposition of building“the economic region of new silk road”made by the Chinese government. This paper builds Xinjiang’s index system of choosing the western-oriental competitive industries in four aspects of the opening up ability，economical value，comparative advantage and sustainable development ability based on the analysis of embedded value and characteristics of western-oriental competitive industries. Then this paper distinguishes the western-oriental competitive industries using the factor analysis and weighted gray clustering analysis. According to our research，western-oriental competitive industries can be generally divided into current competitive industries and potential competitive industries. Then this paper proposes the train of thought and corresponding strategies to develop competitive industries.