In today’s world，the wave of global and regional cooperation has been raging like a storm，coordination and cooperation has been the new trend of world economic development. The implementation of the Belt and Road initiative has provided carrier and platform for Henan to seek cooperation with the world. In view of the world’s leading status of the finance industry of the UK，considering the needs of Henan in building the service industry province of high growth and of Zhengzhou in building the international and regional finance industry center，there should be broad prospects of cooperation between China and the UK. Base on the comparative analysis of the current development situation of financial industry in Henan and in the UK，considering the foundation and conditions of cooperation between them，their cooperation should mainly focus on six major areas：exchange of the financial institutions，development of the financial market，cross-border settlement of RMB，international bond issuance，cross-border funding of the enterprises，cultivation of the financial talents，and so on. As the way of cooperation，it should focus on constructing the carrier and platform，improving the cooperation mechanism，dredging the cooperation channel，optimizing the ecological environment，strengthening the policy support and speeding up the co-construction of the Finance Industry Park.