Abstract: The nut industry represented by walnut is an important component of building a world-class "Green Food Brand" in Yunnan. Baoshan city is one of the main walnut production areas and a key area of the walnut industry development in Yunnan. The research on the processing, market construction, brand building and fund raising of walnut industry in Baoshan found that the walnut industry was faced with some problems such as high policy dependence, low market acceptance and low industrialization level. Based on the development strategy of agricultural modernization with plateau characteristics in Yunnan province of "optimizing the primary industry, expanding the secondary industry, doing the tertiary industry well, and integrating the development of primary, secondary and tertiary industries", this paper put forward the gradient development strategy, which could strengthen policy support, diversify the participants, build the walnut industrial chain and broaden the marketing channels to promote the high-quality development of walnut industry in Baoshan city.