Beijing’s cultural and creative industry as main pillar industries，not only played a pivotal role in the capital city function positioning，but also was an important bridge to achieve creative and ecological city. Based on the grey system theory，this paper took Beijing’s cultural and creative industries data from 2006 to 2014 as an example and established grey correlation，grey clustering as well as grey prediction model in order to analyze sector correlation，intra-industry development structure and the development trend of the next three years. According to the result，a policy recommendation was proposed that Beijing should increase policy support and investment in the software，network and computer services，as well as design services and advertising the exhibition industry，which made full use of Internet plus initiatives to promote the development of the new era of creative culture.