Feed industry has been one of the important pillar industries in our country during the past 30years. Recently, the output of feed industry has been increasing, and the feed enterprises have been expanding. The feed industrial chain is coming into being, but the export of feed is unstable. Taking formulated feed of pig for example, this paper, based on co-integration test and error correction model(ECM), analyzes the market integration of 30provinces in China. The result proves the existence of long-term integration among provincial feed markets with high operating efficiency, as well as the relatively low short-term integration. Reasons vary for leading to less effective short-term integration of feed market, such as transportation conditions, information accessibility, market actors, policy arrangements. Therefore, it is necessary to enhance the construction of infrastructure and information technology, strengthen the policy support, improve the external environment and promote the development of feed industry through science and technology.