BRICs may become four of the G6 and strong economics power in the near future. It can help us to predict the development of world economics by understanding there relations between BRICs and U.S. stock market. According to the evidence, we discovered, in the short run, Dow Jones index had obviously influence to Russia (RTS) and India (Sensex 30 index), however others are not. In the long run, we understand that Shangshi mixed stock index has lead relation to Dow Jones and Dow Jones has lead relation to Sensex 30.