The financing difficulty has seriously hindered the development of small and medium-sized enterprises in Henan province.Through the analysis of the SME financing，research on the cause of SME financing difficulties such as the enterprise itself，the financial system，socio-economic environment and other aspects.And from the optimized development environment，innovative financing way，improve the credit guarantee system and credit system put forward the countermeasures and suggestions to solve the problem of financing difficulties of SME.