In order to let the people establish a correct concept of happiness and lead the people to pursue happiness, it is necessary to analyze the concept of struggle and happiness put forward by General Secretary Xi Jinping, which is the purpose and significance of this paper. The innovation of this paper lies in that it deeply discusses the significance of Xi Jinping’s concept of happiness from the perspective of paradox and cost, which provides a new perspective for the study of Xi Jinping’s concept of struggle and happiness in the new era. First of all, this paper analyzes the causes of the paradox of happiness, and points out that in the process of pursuing happiness, people have the paradox of happiness due to the lack of correct understanding of the sociality, sublimity and creativity of happiness. Xi Jinping’s concept of struggle and happiness provides a new way for us to avoid the paradox of happiness: we must adhere to the combination of personal happiness and social happiness; we must adhere to the combination of material happiness and spiritual happiness; we must persist in the combination of feeling happiness and creating happiness. We should lead happiness correctly, establish a healthy and correct concept of struggle and happiness, reduce the unnecessary cost in a happy life, lead a new trend of happiness, and prevent the paradox of happiness.