Focus of innovation is to create economic prosperity. But nevertheless, innovation solving important problems related to pollution, energy, urbanization and poverty can be seen as a road map. Nowadays, innovation has become a necessity for competition or ecological and social awareness. Innovation is not measured by indicators only such as research and development, technological progress, project number being limited in The Global Innovation Index that prepared in cooperation with INSEAD (The Business School for The World) and WIPO (World Intellectual Property Organization). The Global Innovation Index provides a holistic and comprehensive analysis. The Global Innovation Index is seen that covers innovation input sub-index (institiutions, human capital and research, infrastructure, market sophistication, business sophistication) and innovation output sub-index (knowledge and technology outputs, creative outputs). The purpose of study, relationship between innovation input and output sub-index variable sets in The Global Innovation Index of OECD countries for the year 20112015 is determined by canonical correlation analysis. The determination of this relationship is especially important in terms of identifing the innovation policies to be established in order to improve innovation performances of developing countries. As a result of canonical correlation analysis, it has been found that there is a significiant relationship between the two variable set.