Based on the second quarter of 2008 to 2014 construction of Beijing in the fourth quarter GDP quarterly data on concentrations of PM2.5 emissions with Beijing and Beijing agricultural output, output value, gross output value of Beijing's food and beverage industry as a control variable, Use of VAR models and Eviews8.0 measurement software, building construction industry development in Beijing and the relationship between the concentration of PM2.5 emissions model study on the building industry and the relationship between PM2.5; results showed growth of gross output value of construction on the concentration of PM2.5 emissions in Beijing have certain adverse effects and, finally, on the construction of Beijing's construction industry development and PM2.5 emissions suppression lines put forward the policy of energy saving and green building.