Improving utilization efficiency of water resources is very important in solving water deficit issue in Shaanxi province. The method of projection pursuit based on genetic algorithm is used to estimate the water utilization efficiency of Shaanxi province in 2009. Some indicators for estimation of water efficiency are determined, which includes water consumption per unit GDP, per capita water consumption, agriculture water use of ten thousand yuan output, irrigation water consumption per mu, water consumption per ten thousand yuan of industrial output. On the basis of the database from 11administrative districts in Shaanxi province of 2009, the results show that the impact of the amount of water consumption per ten thousand yuan of industrial output on water use efficiency is the largest one and the water use efficiency in Yan''an city is the highest in Shaanxi province. Moreover, some measures for improving water use efficiency in Shaanxi are proposed based on the optimal projection vector.