This paper evaluates the foreign trade functions of Urumqi Economic Zones by means of the Grey Relation Entropy Analysis based on concluding the typical functions of free trade zones. It finds that export processing and logistics play important roles in export-oriented development of Urumqi economy, international finance and frontier trade play general roles, and foreign investment and international tourism can’t play significant roles.Then combined with the foreign trade functions of the Urumqi economic zones and referencing to the successful experience at home and abroad, it reaches a conclusion about promoting the foreign trade functions of Urumqi economic zones step by step: firstly, building a basic framework of Urumqi foreign trade zone where export processing and logistics transit occupy a leading position; then putting up international financial cooperation area and border trade zone after promoting the foreign trade functions of economic zones; when conditions are ripe, constructing the free investment zone,international ecological tourism district and international shopping mall, and facilitating the linkage development of multiple zones to promote the foreign trade?functions of economic zones fully.