Finance is the core of modern market economy. Financial law construction is not only the needs of the development of financial industry itself，but also the inherent requirement of implement the basic strategy for promoting the rule of law. The financial industry should seriously implement the “decision” on comprehensively advancing the rule of law by the Central Committee of the Communist party of certain major issues，to further improve the mechanism of the financial rule of law and realize the financial legislation and financial decision-making cohesion. We should promote the development of financial industry in the law orbit，and lead the financial consumer rights protection work with the rule of law thinking，striving to create a good financial environment under the rule of law.