This paper demonstrates self-affine fractal structure of city systems by means of theoretical and empirical analyses. A Cobb-Douglas-type function (C-D function) of city systems is derived from a general urban response equation, and the partial scaling exponent of the C-D function proved to be the fractal dimension reflecting the self-affine features of city systems. As a case, the self-affine fractal model is applied to the city of Zhengzhou, China, and the result is satisfying. A fractal parameter equation indicative of structural optimization conditions is then obtained from the C-D function. The equation suggests that priority should be given to the development of the urban element with a lower fractal dimension, or a higher partial sca...