Based on the panel data of Guangdong from 2005 to 2019, this paper makes an empirical study on the impact of industrial structure upgrading on Guangdong's export scale. The result shows that when the Theil index increases by 1 percentage point, the export will decrease by 3.15 percentage points. The closer the Theil index is to 0, the higher the rationalization of industrial structure is; The upgrading level of industrial structure has a negative impact on export. When the upgrading level of industrial structure increases by 1 percentage point, export will decreases by 1.08 percentage points. The reason is that enterprises are easy to fall into "export dilemma" in the process of industrial upgrading. Therefore, it is suggested that Guangdong should rationalize its industrial structure and attach importance to regional heterogeneity in order to expand its export scale.