Most inland cities in China are in the “marginal zone” of export product space all the year round. It is of great significance to break the original path dependence and truly create a "new opening-up plateau" for the transformation and upgrading of regional industrial structure. This paper uses the product trade data of China Customs from 2000 to 2016 and the data of enterprises and governments on-the-spot investigation, through the dynamic dual marginal decomposition and the measurement of industrial transformation and upgrading level, to discuss the evolution and mechanism of the export path of the five cities of Hexi (Jiayuguan, Jinchang, Jiuquan, Wuwei and Zhangye) of underdeveloped inland areas in China. The results show that: (1) the export routes of the five cities can be roughly divided into two categories. Firstly, Jiuquan, Wuwei and Zhangye are in the exploratory stage, which is from the initial path creation to the path differentiation of export, and they are trying to jump from the "marginal zone" to the "core zone" of export product space to create new export paths. Secondly, Jiayuguan and Jinchang have entered a new stage of export path which has been locked-in and need a breakthrough after the initial path creation and enhancing, but they are still in the "marginal zone" of export product space. (2) The two major types of paths in the five cities are mainly dominated by policies and are driven by technological innovation, trade barriers, information networks and transportation networks. However, the eastern developed areas are mainly affected by technological innovation. This reflects the particularity of inland areas. (3) The evolutionary mechanisms of the two types of pathways in Hexi are quite different. Influenced by macro-historical policies, the city's early export path evolution of Jiuquan, Wuwei and Zhangye lags behind. However, under the influence of a series of policies in this century, the evolution of export routes has been differentiated in these three cities. On the contrary, although Jiayuguan and Jinchang accumulated a large number of technical and talent advantages in the early stage and the path evolved rapidly, they fell into the trap of "rigid specialization" later because of the influence of enterprise inertia. The research results are helpful to the underdeveloped inland cities in China to explore effective ways to break through the path of foreign trade.