Yun'nan is one of the provinces with serious soil and water loss in China. To strengthen the soil and water loss control, soil and water resources conversion, rehabilitate, rebuild and safeguard ecological environment, are the difficulty and urgent task of Yun'nan province in the course of implementation of the great west development strategy in western China. The current states, endangerment and tendency of soil and water loss in Yun'nan province are introduced based on the analysis of the formative cause of soil and water loss. The counter-measures of implementation of key engineering construction are proposed, which are construction of protecting forest system in great river watershed, conversing cultivated land into forest, protection of natural forest, closing land for reforestation and integrated small watershed management as the main body of eco-environmental construction.