On the basis of dividing the size of proved oil and gas fields in the outer continental shelf (OCS) of Gulf of Mexico Basin, the authors applied the fractal theory to the study of the relationship between the number of oil and gas fields and their sizes, and discussed the meaning of fractal dimension D. The fractal dimension D is a reflection of the exploratory development level, the larger the fractal dimension D is, the more mature the exploration is. The fractal method is a good way to analyze the size-distribution of oil and gas fields, to decide the exploration degree and to predict the reserve distribution of oil and gas fields.