In order to analyze the spatial coupling of innovative milieu and industrial structure transformation of resource-based cities in Shanxi province in 2003 and 2016, the coupling coordination degree model was adopted in this paper. The results showed that the quality superiority of innovative milieu about resource-based cities in Shanxi province was changed in different degrees. Among them, the level of innovative milieu with high quality superiority plunged, while the level of innovative milieu with medium quality superiority was rising steadily. The low level innovative milieu, by contrast, did not realize a breakthrough rising at all as time goes on. The degree of industrial structure advancement was increasing, while the degree of industrial structure rationalization was high and relatively complex. The coupling degrees between the original innovative milieu and industrial structure transformation, including industrial structure advancement and industrial structure rationalization, were all high. Therefore, all of the resource-based cities in Shanxi province belonged to high degree coupling regions at this moment. What's more, the coupling degree between the original innovative milieu and industrial structure transformation in most of the cities was going down gradually as time goes on. However, the degrees of coordinated development between innovative milieu and industrial structure advancement, industrial structure rationalization were relatively low. The general pattern of the coordinated development degree in Shanxi province was "north-south moderate imbalance, the middle extreme imbalance" having not changed significantly; Relative development index in most of cities of Shanxi province showed a upward trend. The "north-south" area of Shanxi province belonged to the innovative milieu exorbitant type or simultaneous development between innovative milieu and industrial structure transformation, while the "middle" area mainly belonged to the lagging-type development of innovation milieu. Therefore, we should fully rely on the advantages of existing innovative milieu and industrial structure restructuring ability in every city, guiding the construction and development of resource-based cities according to local conditions, so as to achieve a coordinated and hand-in-hand development of innovative milieu and industrial restructuring.