The tourism industry and ecological environment are two major material systems that are mutually inductive and restrictive. For the sustainable development of coastal cities, a correct understanding of the sensitive relationship between the two systems is of great significance. The present study took the coastal city of Sanya in China as an example, and data from the period 2008–2017 was used to construct a tourism industry–ecological environment coupling coordination degree model (CCDM) of Sanya. The results showed that the coupling coordination degree exhibited an increasing trend over time, improving from minimal coordination to favorable coordination; furthermore, the economic efficiency and environmental protection subsystems made the greatest contributions to the tourism–environment coupling system. In addition, the results demonstrated that the combination of the CCDM and information entropy weight (IEW) is an effective approach to evaluating the sensitivity between systems.