A deep understanding of the effects of various policies on the development of the e commerce industry is a matter of whether governments at all levels can make the right decision. By constructing a conceptual model based on the spiral evolution of knowledge, this paper explores the internal mechanism of the effect of the pilot policies of the cross border e-commerce comprehensive pilot zone on the development of the e-commerce industry, and puts forward a research hypothesis on this basis, namely, the pilot policy has a positive effect on the development of the e-commerce industry. Then, the DID method is used to empirically test the research hypothesis. The test results show that the pilot policy of the cross border e-commerce comprehensive pilot zone has a promoting effect on the development of the e-commerce industry, without the influence of other factors. Further research found that the pilot policy has urban heterogeneity in promoting the development of the e-commerce industry, that is, prefecture level cities have the largest effect, followed by sub provincial cities, and again as provincial capital cities; Further research also found that the pilot policy’s role in promoting the development of the e-commerce industry still has regional heterogeneity, that is, the eastern region has the largest effect, followed by the central region, and the western region has the smallest and insignificant effect. Therefore, in the process of formulating relevant policies to promote the development of the e-commerce industry, the government should focus the policy on prefecture level cities (except for sub provincial and provincial capital cities) where the development level of the e-commerce industry needs to be improved. The effect of cities is greater. In addition, the policy focus of the western region is to strengthen the supporting construction of the development of the e commerce industry, so as to improve the effect of the pilot policy.