While China is facing new western China development and the construction of “southwest bridgehead” strategy，Yunnan province’s economic aggregate above one trillion yuan in 2012. This report analyses the overall development of the finance of Yunnan province in five aspects：the financial development scale，the structure of financial development，financial deepening，the folk financial development and financial regulation ability. Based on thoese mentioned above，as to the future challenges in the process of financial development in Yunnan province，this paper will put forward relevant policy Suggestions.