There are many coal resource-based areas in China, resource shortage, environment pollution and so on is the key problem of restricting its sustainable development. How to collaborative management of the two key resources of energy and water is one of the key to solve these problems. A large number of scholars have studied the synergetic management of energy and water resources from the perspective of energy-water correlation. However, due to different resource endowments and management policies in different regions, the demand of water and energy in energy and water resources sector is different, and the energy-water coupling relationship is very different in different regions. Especially for the special problem area of coal resource-based area, it still needs a further research how to deeply excavate the energy-water coupling relationship and influence mechanism of different industries in the area. Based on this, from the perspective of energy-water coupling of different industries in different regions, this paper used input-output analysis to evaluated the energy-water footprint efficiency of different industries in Shanxi Province from 2002 to 2012. At the same time, by using the structural decomposition model, this paper analyzed the influence factors of energy and water coupling. It can provide references for sustainable management of coal and water resources in coal resource-based areas. The main conclusions are as follows: (1) The energy-water footprint of all industries in Shanxi Province from 2002 to 2012 showed an upward trend. The increase in energy footprint was mainly reflected by the increase in indirect energy consumption of various industries, while the increase in water footprint was mainly represented by the increase in direct consumption of water resources in various industries. The energy-water footprint of different industries was obviously different. The industries with large energy footprints were metal smelting and rolling products, mining and service industries; the industries with large water footprints were agriculture, services, and mining. (2) In different industries, the energy-water footprint efficiency varies greatly. The industries with larger energy and water footprints had lower footprint efficiency. Although the energy-water footprint efficiency of various industries in Shanxi Province showed an upward trend from 2002 to 2012, the energy-water footprint efficiency of most industries was still at a low level. (3) From the perspective of the coupling of energy footprint efficiency and water footprint efficiency of various industries, the coupling status of energy-water footprint efficiency of various industries in Shanxi Province tended to optimize from 2002 to 2012. It gradually changed from low water footprint efficiency and medium energy footprint efficiency(W_lE_m) to medium water footprint efficiency and medium energy footprint efficiency(W_mE_m), but compared with developed regions also had the very big disparity. (4) From the perspective of the influencing factors of energy-water footprint efficiency, the improvement of the technological level of various industries was the main driving force for the improvement of energy-water footprint efficiency. The continuous expansion of the economic scale is the main reason for the increase of each industry's energy-water footprint. The impact of intersectoral linkages and regional economic structures on energy-water footprint efficiency was increasing.