This paper,which is based on investigating questionnaires in 10 provinces of China: Guangdong,Zhejiang,etc.,makes a quantitative research on the external environment of SMEs in China from the sectors' perspective by Structural Equation Model(SEM).The results indicate that: information transmission,computer services and software industries have the best external environment;while agriculture,forestry,animal husbandry and fisheries industry has the worst.The external environment of the sectors in the eastern area as a whole is superior to these sectors in central and western areas;and there is also a little difference in the sectors' external environment between central and western areas.In addition,the reason of the difference is deeply analyzed by this paper.