Attention should be paid to the integration of transportation industry and tourism as well as the actual linkage effects of the two. Taking the railway transportation industry as an example, a VAR model has thus been established based on the co-integration analysis, and using error correction model, impulse response function and variance decomposition, for an empirical test of the interaction between the number of domestic tourists and railway passenger traffic volume from 1988 to 2016. The conclusion shows that there is a long-term co-integration relationship between the latter and the former, with the former exerting no significant effect on the latter. In the long run, the number of domestic tourists plays a more important role in the promotion of the railway transport industry than that of the railway transport industry itself. However, the number of domestic tourists depends more on their own role, with a relative small impact on their development from the railway transportation industry. Finally, some corresponding countermeasures and suggestions are to be put forward based on the empirical results.