Trade facilitation has become one of the popular issues concerned by many countries and international organizations. This paper takes frontier trade of Xinjiang, China as the research focus, builds the evaluation index system of trade facilitation of frontier trade by selecting 14 indexes, and uses the Comprehensive Evaluation Analysis to make an empirical analysis of the level of facilitation of frontier trade of Xinjiang, China. The results show that the level of trade facilitation of frontier trade of Xinjiang, China is the highest, followed by Kazakhstan and Kyrgyzstan. Except that its level of trade facilitation of railway port facilities is lower and its number of internet users is smaller than that of Russia, Xinjiang boasts a higher level in terms of the other indexes than that of surrounding countries, but the difference is small and the overall environment of frontier trade needs to be improved.