In this paper we construct real effective exchange rate indexes for eight regions of western China, and we compare them with the total index of China. The results indicate there are nontrivial differences between them except the index of Sichuan province which is highly correlated with the national index and is interchangeable with the national index. If considering changes of trade weight yearly, and the difference between regional CPI and national CPI, the above difference may be larger. Therefore, if we want to analyze the effect of changes of exchange rate on the trade at the sub national level, we had better use the regional real effective exchange rate index instead of the national one.