||The structural particle system in the Jincheng dialect and the Shanxi dialects is unique, and thus is valuable for further study. This paper analyzes the phonetic form, distribution and function of the structural particle and demonstrative systems in the Jincheng dialect. Based on these analyses, it further studies the relation between them and draws the conclusion that the structural particles “neng” and “A/B” are grammaticalized from the demonstratives “neng”. “Neng” existed in the Jincheng dialect history, and “zhe/na” exists in the current Jincheng dialect. In addition, this paper describes the phonetic forms of structural particle M3 in Shanxi dialects. The rule are discovered that M3s with initial consonant “n” or “l” are derived from the demonstratives “that” in those dialects, whereas M3s with initial consonant “t” originate from the demonstratives “this”. We sum up the distributive patterns of the structural particles in Shanxi dialects and explore their formations. Some of their patterns are formed by the grammaticalization from the demonstratives to the structural particles in Shanxi dialects twice. Finally, the paper presents the detailed procedure of the grammaticalization from demonstrative pronoun to structural particle in Shanxi dialects. Key words: Shanxi Dialects; Jincheng Dialect; Structural Particle; Demonstrative Pronoun; This; That; Neng.