Dominant industry areas of sea cucumber Apostichopus japonicus Selenka aquaculture had been constructed in Shandong Province, which is one of the main sea cucumber producing areas in China. Yantai, Weihai and Qingdao constituted the major culture regions in Shandong Province, and they are the leaders in the development of sea cucumber aquaculture industry. Dongying and Binzhou areas are emerging industry belt for introduction and development of sea cucumber aquaculture, which indicated that it is feasible to culture sea cucumber in western area of Shandong Province. Rizhao and Laizhou areas are a new industry belt of sea cucumber culture representing deep water well greenhouse factory culture model, which is the new spotlight in sea cucumber aquaculture industry since 2007. In this paper, the problems and challenges in sea cucumber aquaculture industry are summarized and the corresponding strategies are proposed. It will be helpful for the healthy and sustainable development of sea cucumber aquaculture industry in Shandong Province, and in other areas of China, and it may provide theoretical and technical basis for decision making of relevant authorities.