With increasing pressure in the current environment，energy conservation has become an international consensus，the natural gas industry will usher in major development opportunities. As gas industry is well-developing generally in the world，our country’s gas industry has being entering an era of rapid development. China has abundant natural gas resources，the infrastructure construction has been improved continuously，the consumer market has also been optimized constantly and the industry chain has the basis of coordinated development. China’s natural gas industry has its own characteristics，but we are also facing a lot of challenges in the adaptation to the global natural gas industry development. As an important supplement to conventional natural gas，unconventional natural gas can be used as important support to promote the coordinated development of China’s natural gas industry chain. As the core and key of the reform of natural gas industry，the pricing mechanism reform will do favor to China’s natural gas industry chain in reference to the experience of the British and American industry supervision. In order to promote the coordinate development of industry chain，it must carry on the overall plan，and take the marketization as final direction of reform，which has important significance for the healthy development of China’s natural gas industry.