This paper investigates the impact of the crude oil price uncertainty on the growth of Industry and Mine sector in Iran over the period of 1367:1 to 1389:4. We applied Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) Model to generate the crude oil price uncertainty indicator, and MSIA(3)-ARX(4,2) Model to examine the effects of this uncertainty on the Industry and Mine sector growth. Our Results show that crude oil price uncertainty in different regimes of industry and mine sector (recession, average growth and expansion) have a negative impact on this sector. Also, it is shown that under the influence of crude oil price uncertainty, duration of average growth is more than recession regime and it is more than expansion regime, respectively. In general, in the case of uncertainty in the crude oil price, Industry and Mine sector growth is disposed to average growth and persistence of this situation. It is suggested to control the effects of oil price uncertainty on economy by changing macroeconomic policies, creating a saving found for oil revenues, and applying rules for withdrawals from the fund in average growth periods, especially when there is a continuous increase in crude oil price. So oil price increases will be eliminated as a factor of recession and lower growth, and then the average growth regime in Industry and Mine sector will pass to expansion regime with the probability of 15% - calculated in this study.