Consumption is an important engine to smooth the domestic great cycle, and examining the level of market integration of consumer goods from the perspective of price information spillover is of great significance for improving price control policies, enhancing the internal power of development and building a unified national large market. Based on the total consumer price index and subdivision consumer price index of provinces and cities in China from January 2016 to July 2022, this paper adopts nonlinear Granger causality test, rolling window technology, social network analysis and other methods to measure and analyze the integration level of consumer goods market from both spatial and structural perspectives for the first time. The research findings are as follows: First, the overall consumer goods market and the eight categories of consumer goods market show the spatial integration linkage characteristics of "national price one network". Among them, the national transportation and communication, medical care and daily necessities market has a high level of spatial integration, and the clothing, housing, education, culture and entertainment market is low. In addition, the spatial integration characteristics of East, West, North and south consumer goods markets are basically consistent with the whole country. Second, the inter-departmental spillover relationship of consumer prices is widespread in the country, forming a price integration linkage network among eight consumer departments, and the consumer goods market in various provinces and cities presents different degrees of structural integration characteristics. In terms of regional markets, the structural integration level of consumer goods markets in the east, central and western regions is decreasing successively, the south is higher than the north, and the Beijing-Tianjin-Hebei region, the Yangtze River Economic Belt, the Yangtze River Delta and Guangdong, Hong Kong and Macao are significantly higher than the Yellow River basin. The research conclusion aims to improve the spatial and structural integration level of consumer goods market and help the construction of a unified large market for domestic consumer goods.