The method of Data Envelopment Analysis was proposed by Charnes, Cooper and Rhodes in 1978. The efficiency of decision making unit measured by DEA method was relatively superior efficiency in objective environment. The contribution of this paper is dividing the overall efficiency into operating efficiency and scale efficiency and proposing essentially policy suggestions according to empirical results. This paper applied Data Envelopment Analysis method to investigate the performance of construction listed companies. The results were found that the overall efficiency of four construction corp. containing Runlong, Hongsheng, Genji, Zongtai was effective. Although the overall efficiency of Bailai and Highwealth construction corp. was not effective, the technical efficiency of that two companies was still effective. In addition to the return to scale of construction corp. which overall efficiency was effective is constant. The return to scale of Dagong and Highwealth construction companies is decreasing. Besides, the return to scale of other construction listed companies is increasing.