The opening of China’s banking industry and financial industry is of great significance to China’s overall opening up to the outside world. This paper use the Guangdong banking industry survey data to estimate the FDI barrier index and the actual opening degree of China’s banking. Then the paper adopt the analysis method of AHP and fuzzy mathematics to measure the effect of policy factors and recessive barriers. The results show that China’s banking industry opening degree is still low after ten years of joining the WTO. The main reason is that after the policy restrictions relaxed，there is still a lot of hidden barriers，especially the credit risk of the state-owned banks and the government of the intangible protection. It seriously affect the opening of banking industry. Finally this paper puts forward relevant policy suggestions.