With 16 cities in Anhui Province as the research object, under a static and dynamic perspectives respectively, a calculation as an well as analysis has been made of the production efficiency of the construction industry from 2011 to 2019 by using the super-efficiency SBM model and Malmquist index. The empirical results show that the 16 chosen cities in Anhui Province are characterized with a disparity in the production efficiency of construction industry. During the study period, the average production efficiency of the construction industry in descending order is Northern Anhui, Central Anhui, followed by Southern Anhui. Among the 16 target cities, Bengbu is the highest, with an average green innovation efficiency of 1.189; while the lowest is Tongling, with an average green innovation efficiency of 0.634. During the statistical year, there are 2 cities with total factor productivity greater than 1, with the remaining 14 cities less than 1. Technological progress is the main factor for the average production efficiency of the construction industry in the 16 cities in Anhui Province to be less than 1. Anqing city has experienced the fastest decline, up to 9.9%, among all the cities. The total factor productivity of production in the construction industry of 16 cities in Anhui Province was less than 1 in 2011—2014 and 2017—2019, but greater than 1 in 2014—2017. The overall total factor productivity was 0.966, witnessing a decrease of 3.4%.