Abstract: Based on the water-energy-grain input-output index system, used the SBM-DDF model to analyze the static cross-section data, and the ML index model to analyze the dynamic panel data. Calculated the input-output efficiency of the water-energy-grain complex system in 30 cities of Mongolia, Shaanxi, Gansu and Ningxia from 2004 to 2018, and decomposed the contribution and composition of the elements. The results show that the overall efficiency value is relatively stable in the range of 0.65~0.85, and the average contribution rate of the efficiency value of output factors reaches 77%, which is the main driving force of the overall efficiency value. Xi 'an, Tianshui, Yan 'an, Qingyang, Baotou, Hohhot and Ordos represent the best production frontier, and the system efficiency of cities in the upper reaches of the Yellow River is in urgent need of improvement. The average annual growth rate of TFP index is 1.019, and the overall TFP showed a gentle right-skewed W structure. Technological change was the main driving force of TFP growth, while technical efficiency had a restrictive effect on it. The regions that realize TFP growth are obviously concentrated in the provincial capitals and key urban agglomerations with fast economic development and relatively rich resources.