In analyzing the competitiveness of service industry of major countries, the research adopts the Global Trade Analysis Project database and selects four indices from two contracts: The Inter-Industry structure, and comparative advantage. With regard to the meaning of the competitive advantage of nations, previous studies have based mainly on Exported Revealed Comparative Advantage Index. Considering the characteristics of service industry, the research develops a new index based on demand of a country: Demand-Driven Revealed Comparative Advantage Index (D-RCA). According to the research result, generally the service sector in our country evidently lags behind other developed countries in terms of the competitiveness. Comparison of Mainland China, our financial industries still have comparative advantage, but the advantage of export Industries have been caught up. As the export of out service industry does not exist comparative advantages at this stage, the emphasis of our service industry should be put on defending the existing domestic market. As a result, we are supposed that the existing service industry also need to be combined with other main manufacturing industries to raise the industry relatedness, and further make more contribution to our overall economic development.