An attempt has been made to define relationship between India and Pakistan through GDP. For this, GDP data for the period 1960-2011 have been taken from the RBI website to establish the regression model using co-integration approach. The linearity of the GDP between these two countries has been examined through scatter plot. The unit root of residuals has been obtained by adopting Augmented Dickey-Fuller test to see the stationrity of the data. The GDP prediction for India for the year 2011 has been made in comparison to the GDP of Pakistan