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Since the end of the 1990s, the Algerian public authorities have implemented research and innovation policies in order to build a solid National Innovation System (NIS) and improve industrial and economic performance. Today, the NIS remains immature, which hinders the learning and innovation processes. Our objective here is to analyze under a broad vision the Algerian NIS by examining its various components, to evaluate the capacities of training and innovation, and to measure the production of the innovation and the economic performances. Our research question is the following: How could the Algerian public authorities build a solid NIS in order to improve economic performance? To answer this question, we use a research methodology that mobilizes three types of complementary indicators in order to analyze the processes of learning and innovation from a systemic and interactive perspective. We also use economic performance indicators in order to put the analysis into a broader perspective. At the end, we propose action policies in favor of the construction of a complete Algerian NIS to improve economic performance.