In this paper， we examine the interaction mechanism and the industrial heterogeneity between industrial agglomeration and regional innovation from both theoretical and empirical perspectives， and based on the industry panel data of high-tech industries provincial-level administrative regions in China from 2006 to 2015，we examined the interactive influence and mechanism of industrial agglomeration and regional innovation by using the simultaneous equation model. The results show that industrial agglomeration and regional innovation have a significant two-way promoting effect. Industrial agglomeration promotes regional innovation through technology spillover effect and scale economy effect，and regional innovation promotes the industrial agglomeration level through the growth pole effect and knowledge spillover effect. There is significant industrial heterogeneity in the interaction promotion effect between industrial agglomeration and regional innovation. The promotion effect of different high-tech industrial agglomeration on regional innovation is different， and the reverse promotion effect of regional innovation on different high-tech industrial agglomeration is also different. This study shows that industrial agglomeration and regional innovation can achieve a double synergy. It's important to focus on the interaction effects， and to maximize these effects to the greatest extent.