The asset management industry is based on credit. To achieve long-term development，asset management institutions must pay attention to credit management and create an image of integrity to attract more investors to entrust assets. The scale of China’s asset management has grown rapidly，and credit construction in the field of asset management has made significant progress，but there are also many problems. The main factors restricting the credit construction of China’s asset management industry are the separate supervision system，the lack of attention to the protection of investors’ interests，the lack of investment culture，the low level of information disclosure，and the high risk of capital market. This paper proposes to establish a unified and coordinated supervision system，strengthen investor education，strengthen information disclosure，enhance the capacity of asset management institutions，and purify the asset management market environment. The improvement of credit status in the future asset management market has a policy basis and a market participant base，but attention should be paid to preventing and defusing capital market risks.