The connection between China's Stock Market and Economic Growth is always regarded by economic and finances studies. For the time limit of the developing of stock market and the difficulty of data's collection, it is still in studying that the connection between stock market and economic growth, especially the causation versus regression. By the method of Demirguc - Kunt and Levine,this paper empirically tests the connection between China's stock market and economic growth on the season serial data from 1995 to 2000.The test indicates that there are insignificant between them.