This paper studies the contagion process of the 2008 Global Financial Crisis through several important Polish economic sectors: chemical, construction, food, IT, media, oil & gas and telecommunication. The results show a significant difference between the response of these sectors to the crisis. Chemical, construction, media and oil and gas were affected, in different degrees, by a domestic financial contagion. The food industry was influenced in a negligible degree by contagion, while the IT and telecommunication sectors showed a decrease of their co-movements with the financial sector, both foreign and domestic.