Economic reforms in the Russian Federation are closely connected with the problems of formation and development of the labour market. Among the new socio-economic realities, determined by the reformation processes, it is the labour market that combines the most urgent and sensitive social problems. The labour market is an essential system-forming factor of the territorial socio-economic system. Both directions and rates of macroeconomic development of a region and standard and quality of living depend on the effectiveness of the labour market. Situation at this market is the key parameter, and most indicators of socio-economic development are derived. The present article is dedicated to the development of conceptual approaches to statistical analysis of the labour market and employment at the regional level. The object of study is represented by the Volga Federal District. The subject is qualitative and quantitative laws arising in the process of the development of the labour market and the sphere of employment of the region. Information base of the study is the data presented in official collections of the Federal State Statistics Service of the Russian Federation. Within this study methodological approaches to statistical evaluation of the regions of the VFD are suggested at different levels of integration of institutional mechanism of employment system management and factors are defined, which determine the effectiveness of economic policy. These approaches are based on methods of multidimensional classification, which allowed to define territorial disproportions and to identify the groups of regions with different levels of integration activity. The main provisions, conclusions and recommendations are aimed at the improvement of the quality of statistical information on the trends in the sphere of regional employment in order to provide up-to-date effective management decisions.