The Third Plenary Session of the 20th CPC Central Committee stressed the need to build a high-level socialist market economy system and build a unified national market. Building a unified national market is the only way to leverage the advantages of China’s super large scale market, smooth economic circulation, and ensure the stable formation of a new development pattern. The digital economy not only injects strong impetus into the high-quality economy, but also greatly affects the market pattern, becoming an important force in the construction of a unified national market. Based on the analysis of the impact mechanism of the digital economy on the construction of a unified national market, this article uses panel data models and panel threshold models to empirically demonstrate the linear and nonlinear effects of the digital economy, as well as the indirect pathways of the digital economy through mediation models. The research results indicate that: firstly, the development of the digital economy is conducive to the construction of a unified national market; Secondly, both digital industrialization and industrial digitization have a positive impact on the construction of a unified national market. Compared to digital industrialization, industrial digitization has a significantly better promoting effect on the construction of a unified national market; Thirdly, the impact of the digital economy on the construction of a unified national market can be concentrated in three aspects: enhancing circulation performance, improving the business environment, and reducing trade costs. Based on the path test, it can be concluded that the digital economy has a positive impact on the construction of a unified national market through these three mechanisms; Fourthly, the contribution of the digital economy to the construction of a unified national market has its own threshold and a threshold for the level of construction of the unified national market. When the level of the digital economy is moderate, it has a higher degree of promotion for the construction of the unified national market. At the same time, when the level of construction of the unified national market is high, the promotion effect of the digital economy on the construction of the unified national market is more significant. In view of these research conclusions, countermeasures and suggestions are proposed from three aspects. Firstly, considering the strong driving role played by the digital economy, we should actively explore new paths to empower the construction of a unified national market based on the digital economy; Secondly, while consolidating the digital foundation, we should accelerate the promotion of two modernizations synergy to maximize the positive effects of the digital economy; Thirdly, unleash the momentum of platform economy development, optimize the digital business environment, and promote the sustainable and healthy development of the digital economy while leveraging its market integration benefits. On the one hand, in the context of the digital age, this study aims to clarify the effectiveness of the digital economy in the construction of a unified national market, incorporate both into a unified theoretical framework, systematically sort out the direct and indirect impact mechanisms generated by the digital economy, and provide new research perspectives and theoretical viewpoints for the construction of a unified national market; On the other hand, empirical tests are conducted to examine the positive impact and indirect pathways of the digital economy on the construction of a unified national market, providing empirical evidence and policy recommendations for fully leveraging the promoting effects of the digital economy.