It's an interesting question, largely because the answer is in many ways negative. That is, the Tsarist government (or at least some elements of it) did not necessarily 'want' to industrialise at all.

The Tsardom recognised that industrial capacity was an important element of Great Power status. At the crudest level the need to provide the Imperial armed forces with modern guns, rail transport, ships, etc, dictated that Russia needed a modern economy if she were to compete with other European powers. It's not a coincidence that each set-back in the international sphere (eg Crimea, Treaty of Berlin, Russo-Japanese War) set off a spurt of domestic reform. The emphasis varied, with economic modernisation also needed to support the growth of state administrative agencies, but military requirements were a key driver.

Yet the Tsarist state wasn't stupid. Or at least it was stupid in a particularly reactionary way. The Tsar and his ministers knew that economic modernisation carried serious political risks. What would it mean when capitalism created a new class (the industrial proletariat), weakened traditional peasant structures (the obshchina), reshaped its cities and encouraged the spread of capitalist mechanisms? Would these undercut the basis of the autocracy itself? This was an extremely reactionary political order, one that had warily watched the rise of mass politics in Europe, that was in the midst of carrying out a dramatic programme of modernisation.

This contradiction manifested itself in politics at the time. Broadly speaking, the Finance Ministry favoured continued economic modernisation while the Tsar and the Interior Ministry half-heartedly opposed it. This varied by personality of course: Peter Stolypin [edit: Interior Minister] drove wide-ranging agricultural reforms in an attempt to modernise that sector. Even here there were contradictions: official enthusiasm for Stolypin's reforms cooled noticeably following his death. The point however is that there was rarely a clear and unambiguous desire from the Tsar to industrialise.

Did all this actually matter? Not massively. For all its autocratic nature, there was scope in Russia for strong politicians (eg Stolypin or Witte) to drive through ambitious reforms or investment programmes. And few could argue with the necessity of rearmament. Industrialisation marched on, regardless of bureaucratic turf-fights and bouts of reluctance from the Tsar. And in the end the Tsar was, arguably, right to be afraid.

Note: All the above touches on state-led industrialisation. This ignores the influx of foreign capital and the existence of a domestic bourgeoisie (which almost exclusively drove light industry). But the state was the key economic actor in Russia at this time.

Sources

Peter Waldron's The End of Imperial Russia provides a good overview of the late Tsardom. RW Davies' Soviet Economic Development from Lenin to Khrushchev is, as the name suggests, primarily concerned with the Soviet period but it comes with a good introduction to the pre-war economy.