Currently,　the　prices　of　natural　resource　commodities　are　considered　as　the　foremost　factor　influencing　stock　market　indices,　which　has　attracted　the　attention　of　researchers　and　regulators.　Most　of　the　past　studies　have　thrown　light　on　the　collective　term　of　natural　resources　prices　without　the　analysis　of　individual　commodities　while　determining　stock　market　prices.　Therefore,　the　present　study　examines　the　impact　of　individual　natural　resources　commodities　indexes　(crude　oil,　precious　metals,　livestock,　and　agriculture　products)　on　the　stock　market　indices　in　China.　Quantitative　methods　and　explored　secondary　sources　such　as　databases　of　the　Shanghai　Stock　Exchange　and　the　Goldman　Sachs　Commodity　Index　(GSCI)　were　used.　The　secondary　data　from　the　mentioned　databases　were　extracted　from　2001　to　2019.　The　correlation　matrix　was　used　to　analyze　the　correlation　among　the　variables　and　executed　the　Augmented　Dickey-Fuller　(ADF)　test　to　examine　the　unit　root　among　the　variables.　The　autoregressive　distributed　lag　(ARDL)　model　was　also　utilized　to　test　the　relationships　and　execute　the　granger　causality　test　to　check　the　casualty　nexus　among　the　constructs.　The　findings　revealed　that　natural　resources　commodities　indexes　(crude　oil,　precious　metals,　livestock,　and　agriculture　products)　have　a　positive　linkage　with　stock　market　indices　in　China.　This　article　provides　a　guideline　to　policymakers　while　developing　regulations　related　to　the　natural　resources　and　stock　market　indices.