Finance is the core of modern economy and an important support and booster for economic rise. The construction of Guangdong provincial sub-center is the main goal of Zhanjiang’s “14th Five-Year Plan” development. This paper starts from the discussion of the necessity and feasibility of Zhanjiang’s integration into the Guangdong-Hong Kong-Macao Greater Bay Area to build a provincial sub-center financial system，objectively analyzes the outstanding advantages of financial development in the Greater Bay Area and the favorable conditions and shortcomings of Zhanjiang’s construction of a provincial sub-center financial system and puts forward countermeasures and suggestions combined with Zhanjiang’s development plan and financial development status.