The CRISPR/Cas9 system has been widely used for multiplex genome engineering of Saccharomyces cerevisiae. However, its application in manipulating industrial yeast strains is less successful, probably due to the genome complexity and low copy numbers of gRNA expression plasmids. Here we developed an efficient CRISPR/Cas9 system for industrial yeast strain engineering by using our previously engineered plasmids with increased copy numbers. Four genes in both a diploid strain (Ethanol Red, 8 alleles in total) and a triploid strain (ATCC 4124, 12 alleles in total) were knocked out in a single step with 100% efficiency. This system was used to construct xylose-fermenting, lactate-producing industrial yeast strains, in which ALD6, PHO13, LEU2, and URA3 were disrupted in a single step followed by the introduction of a xylose utilization pathway and a lactate biosynthetic pathway on auxotrophic marker plasmids. The optimized CRISPR/Cas9 system provides a powerful tool for the development of industrial yeast based microbial cell factories.