Abstract: Industrialization, urbanization and agricultural modernization are the important thrust of the economics development in a country or a region. The relationship of industrialization, urbanization and agricultural modernization in Fujian were discussed by using VAR model based on the relevant data from 2000 to 2013. The results showed that the coordination degree of the mutual development of industrialization, urbanization and agricultural modernization in Fujian was low, the relationship of them should be coordinated deeply. Meanwhile, in the harmonious development of industrialization, urbanization and agricultural modernization, the contribution of urbanization was remarkable.