The study of the two-way information flow between cities is of great significance to promote regional coordinated development, but the current mainstream non-directional network analysis method cannot analyze it effectively. In this paper, the quantities of relevant media articles in WeChat and Weibo between cities are taken as the traffic indices to construct a directional and weighted urban network of the Chengdu-Chongqing Economic Circle in China. Based on this network construction method, which adds direction thinking, we analyze the characteristics of information interconnection between cities. According to the analysis, we find that the provincial boundary hinders information interconnection, and the imbalance of external information interconnection is more serious in Chongqing’s central urban area, Liangping, Ya’an and Mianyang. In addition, we analyze the centrality status of different cities in the outward and inward perspective and further explore the factors that cause these differences in centrality. The results show that the centrality of the information network is not sensitive to the basic strength of the city, and it is the accessibility, including high-speed rail transportation access and telecommunication access, which controls the centrality of the city network.