| The energy conservation and environmental protection industry is an important support to win the battle of pollution prevention. And it is also the rising green energy to promote economic development. With trisection of policy instruments method that designed by Evert Vedung, this article has summarized and presented regulatory instruments, economical instruments, and information instruments that are affecting the energy conservation and environmental protection industry. Among them, regulatory instruments include index control, mandatory standard, supervision and inspection, etc. Economical instruments include financial support, tax preference, pricing policy, monetary policy, etc. Information instruments include technology promotion, product promotion, etc. According to the study, the present policy instruments still have some shortcomings. The regulatory instruments, economical instruments, and information instruments could be improved. The standardized and reasonable regulatory system, economic system based on benefits rather than subsidies, and information system mainly based on providing information services should be further formed, promoting the healthy and orderly development of the energy conservation and environmental protection industry.