This paper analyzed the market status transformation characteristics of broiler industry and the asymmetric transfer of industrial chain prices by constructing MS-VAR model based on price data of broiler industry from January,2003 to March,2017.The results show that the broiler industry market can be divided into normal and depressed state since 2003.The broiler industry market has experienced the frequent transition period from 2003 to the first half of 2008 and the smooth running period since the second half of 2008.The broiler industry has been in the normal state for most of the time.The broiler industry was in the depressed state some months before 2008 as well as some months in 2013 and 2017.Both show certain stability.The average duration of depression state was 5.76 months,and 18.92 months for that of normal state.The price impulse response paths were relatively in agreement,but there were some differences in the degree of response under different market conditions.The price transmission of industrial chain was asymmetric under different market conditions.Therefore,the earlywarning mechanism of broiler market should be established and perfected,and the prevention and control system of broiler industry disease should be perfected,too.