Building Xiongan New Area into a model of high-quality development needs to pay attention to the role of capital market in the distribution of market resources，entrepreneurs training and how to motivate innovation.Based on the analysis of the ecological environment，recent achievements and existing problems in promoting the construction of multi-level capital market system in Xiongan New Area，the paper puts forward the policy suggestions from four aspects，that is，building a multi-level capital market platform system for the project of international stock exchanges facing the world，a policy system centered on the key institution，an innovative enterprise cluster that attract entrepreneurs，and a listing mechanism that promote enterprises to be listed.