In the past 40 years of reform and opening up，Shenzhen’s financial industry has owned a tremendous achievement，such as establishing a diversified financial market system，optimizing the scale and performance of the financial industry，and increasing the numbers of financial institution，business’ level，and the international influence of finance. Taking financial reform as a clue and basing on the speed and effects of financial development，this article divides the development process of Shenzhen’s financial industry into four stages，which are the stages of budding and preliminary，reform and acceleration，standardization and deepening，innovation and high-quality，to show the historical picture of Shenzhen’s financial reform and development in the past 40 years. Finally，summarizing three important experiences of the great achievements of Shenzhen’s financial industry development，which are striving to be the first and persisting in innovating，daring to try and persisting in opening up，filling in courage to shoulder the arduous task and serving the entity，then providing experience for writing more “Stories of Spring”.