By comparing with geochemistry characters of oil, gas and formation water, the genesis of fluids has been analyzed in the Bachu-Maigaiti Slope of Tarim Basin. It is considered that the gypsum layer of the Lower-Middle Cambrian is the important geological factor which controlled the genesis of oil, gas and water, and controlled the different distribution of oil-gas field. The oil-cracked gas and kerogen-cracked gas, sealed up by gypsum rock from the Lower-Middle Cambrian in Hetianhe gas field, occurred TSR reaction. After that, they migrated to the Ordovician-Carboniferous traps in the way of water-soluble gas, then the gas pool was formed with high dryness coefficient and heavy carbon isotope presently. At the same time, the type of Na2SO4 formation water with low salinity and high metamorphic coefficient also generated nearest to the top of the Ordovician weathered crust. It is suggested that the layer under the gypsum rock would be a potential area for oil and gas exploration.