Free Trade Zone in the world has a long history and is in the upswing in the trend of global economic integration. The creation of Shanghai Free Trade Zone goes along with the escalation of China’s economic system reform and sustainable development. Shanghai FTA’s practice for system innovations provides a duplicable model for nationwide system reform，and sets a higher stage for China submit itself into the global economy. Shanghai FTA should have a free business environment including：free trade，free shipping，and financial freedom and so on. This will break the existing system framework，realize system innovation，establish a market economic system，transform the government function from an economic planner to an economic coordinator of playing market functions，enhance the degree of participation of society in the country to the rule of law，pay more attention to social justice，and get a new method to understand the game regulations in the international market.