We compare the development process and experience of the financial information service legislation among European Union，the United States and other developed countries：EU built the world’s highest standard with comprehensive legislation and the core of heteronomy. However，the United States emphasized the self-discipline based on the protection of consumer privacy and market forces. Combing the development process and situation of our country’s legal protection system，we point out the problems in the current legal protection system and put forward the corresponding policy suggestions.