This research paper attempts to examine the level of technical efficiency of Macau in five different sectors or industries, namely construction sector; gaming sector; industrial sector; transport and communications sector; and wholesale and retail sector, by applying the stochastic frontier approach and the computer softwares of FRONTIER 4.1 and E-views. The objective is to analyze if there is any improvements on Macau’s efficiency performance after its rapid developments and the introduction of various economic stimulus measures, including the gaming industry liberalization, the Individual Travelers’ Scheme and the distribution of the Wealth Partaking Scheme, etc. In addition, it will also identify the driving forces and causes of inefficiency if there is any.