In recent years, problems such as the global economic downturn, weak external demand, and the rise of trade protectionism have severely restricted the development of international trade. Industrial products are important parts of China’s exports, and stimulating the vitality of industrial exports is an important way to boost exports. Cross-border e-commerce has become an important growth pole of foreign trade. Therefore, exploring whether comprehensive cross-border e-commerce pilot zones can become a new driver for industrial exports is a key issue related to foreign trade transformation and upgrading. Based on the customs industrial export data of 279 cities in China from 2012 to 2023, this study takes the pilot policy of comprehensive cross-border e-commerce pilot zones, which started in 2015 and was carried out in 7 batches, as a quasi-natural experiment, constructs a dual machine learning model, and empirically tests the impact of comprehensive cross-border e-commerce pilot zones on industrial exports and its mechanism. The results show that comprehensive cross-border e-commerce pilot zones can significantly promote the growth of industrial exports, and this conclusion still holds after a series of robustness and endogeneity tests. The mechanism tests show that comprehensive cross-border e-commerce pilot zones promotes the growth of industrial exports by strengthening the construction of digital platforms, improving the intelligent logistics system, and gathering specialized talents. Heterogeneity analysis shows that the implementation effect of comprehensive cross-border e-commerce pilot zones is better in cities with better economic foundations and more perfect digital infrastructure, and its promotion effect on non-high-tech industrial exports is significantly better than that of high-tech products.