Financial market infrastructure is the key support of a country's financial market，and is also the main carrier of cross-market and cross-regional financial activities.Making financial industry of Xiongan New Area a good development needs to build a financial market infrastructure that meets international standards with regional characteristics.Based on the international experience of the financial market infrastructure construction，the paper clarifies the basic principles of the financial market infrastructure construction，expounds on the practical significance of strengthening the financial market infrastructure construction in China，and puts forward the suggestions on constructing the national financial market infrastructure with high standards，aiming at providing financial services for the New Area，which targets at providing a new momentum and a new strength for the financial development of Xiongan New Area，and also for China's financial reform and economic transformation and upgrading.