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Reports that the Kuqa depression bears not only plenty of natural gas, but also a large amount of condensate and small quantity of crude oil. Confirmation in this paper that, based on the geochemical correlation between the Jurassic and Triassic terrestrial hydrocarbon source rock, the natural gas in Kuqa depression belongs to coal-type gas and the main gas source rock is attributed to the middle to lower Jurassic coal series formation, while the main oil source rock is the upper Triassic lacustrine mudstone; Indication by the authors that Kuqa depression was slowly subsided in Mesozoic, but rapidly went down in Late Tertiary, which made the Jurassic and Triassic source rock suddenly deep-buried and rapidly evolved to high and over-mature phase since 5 Ma; Statement that the Triassic source rock is postponed to the Early Miocene during 23-12 Ma when entering the oil-generating peak, while the Jurassic is suspended to the latest 5 Ma, especially since 2.5 Ma to the dry gas-generating period, which is one of the characteristics of the source rock thermal evolution in Kuqa depression; Presentation in this paper of a two-stage trapping and late gas trapping model in Kuqa depression whose characteristics are: The main oil and gas reservoirs have different sources; Formation of the oil reservoir is early while the gas reservoir is formed lately; Reference to the fact that, during the early stage, it, mainly as oil, takes long distance lateral migration, while in the later stage, it, mainly as gas, takes the vertical migration and also has lateral migration; Formation of the trap formed in different time on the south and north sides of the depression and evolution into a distributional pattern with oil in the south part and gas in the north, also oil on the outer ring and gas on the inner ring; Reference in this paper to the fact that late trapping of the natural gas in Kuqa depression is favorable for the preservation of large gas fields.