The move, which the government says is aimed at combating "terrorism", has been criticised by human rights groups.
Many Muslims in Xinjiang say they face widespread discrimination.
The Chinese government is eager to eradicate sporadic violence in the province, which it blames on Islamist militants.
Why is there tension between China and the Uighurs?
Did China's crackdown on terrorism work?
Uighurs, which makes up about 45% of Xinjiang's population, have often complained about being refused documents allowing them to travel.
In June police in Xinjiang ordered residents to provide DNA samples and other biological data when applying for travel documents.
Under the new regulations all people in Xinjiang are required to hand in their travel documents to police for "safekeeping".
The BBC's Stephen McDonell in Beijing says that all residents must now apply for permission to leave the country before they can retrieve their passports.
Human Rights Watch has described this as a violation of freedom of movement.
The World Uyghur Congress says that although the new measures are ostensibly aimed at all residents, they will in effect target the Uighur community.
Over the years China's authorities have attributed attacks to Uighur militants, who they say are inspired or aided by foreign terror groups.
Uighur leaders have denied being behind the violence.
Why is there tension between China and the Uighurs?

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17 June 2015 Last updated at 20:43 BST
Evans was announced as Jeremy Clarkson's replacement on Tuesday.
McCarthy, who lives in Mountnessing, told the BBC he hoped the Stig would return in the new format.

About 76 properties at Lakeminster Park, near Beverley, were granted planning permission as holiday homes.
Retrospective permission for people to live there all year-round was refused in 2012 by East Riding Council.
That decision was upheld at an inquiry in 2013 but an error by a planning inspector meant the government ordered a new inquiry.
The planning inspector had failed to take into account the National Planning Framework.
East Riding of Yorkshire Council said its refusal of planning permission and enforcement notices remain in force.
More than 120 people will no longer be able to live in the chalets permanently if the fresh inquiry rules in the council's favour.
The new inquiry is expected to last up to 12 days.
Chinese authorities have begun confiscating passports from people in the western region of Xinjiang, which has seen regular unrest.
[NEXT_CONCEPT]
The "original Stig", Essex-based Perry McCarthy, has backed new Top Gear presenter Chris Evans to create "something special" when the show returns.
[NEXT_CONCEPT]
A second inquiry into the future of people living in holiday chalets all year round in East Yorkshire has begun.