Science and technology (S&T) innovation system of 9 prefecture-level cities in Fujian Province is taken as a research object in this paper. Super efficiency-DEA window model is applied to analyze the dynamic changes of various cities’ S&T innovation efficiency from 2010 to 2014. The fundamental causes of these changes are explored with Malmquist index. The results show that S&T innovation efficiencies for most of the cities are DEA invalid, and the improvement space is large. Innovation efficiency of economically-developed cities such as Fuzhou and Xiamen is relative low. There is a significantly crowding effect of investment in Fuzhou. The index analysis shows that technological progress is always a key restriction factor in the growth of total factor productivity, and comprehensive technical efficiency improvement is more determined by scale efficiency improvement. Finally, some suggestions are proposed to improve the S&T innovation efficiency of Fujian. 