ABSTRACT This work aims to analyze the price integration the retail market of tilapia fish in South Borneo. Analysis method used in this study was VAR (Vector Autoregression), whose procedures were as follows: stationary test, causality Engel-Granger test and VAR test. Causality Engel-Granger test for eleven regions of research, showed that four regions, Banjarmasin, Tanah Laut, Kotabaru and Tabalong have a two-way correlation so those regions were proceeded to conduct VAR test. When VAR modeling analysis employed, the price of tilapia fish at Kotabaru market was the most robust influence, which could affect, or could be affected by the price of tilapia fish at the markets in three other regions. It was found the price of tilapia fish at Kotabaru markets in this year was influenced significantly by the price of tilapia fish last year at three markets, Banjarmasin, Tanah Laut and Tabalong. While, the price of tilapia fish this year at markets, which located in Banjarmasin, Tanah Laut and Tabalong was affected positively by the market price last year in Kotabaru. The finding revealed that the price of tilapia fish at four markets was integrated naturally.