In view of the construction of financial ecological environment in Anhui Province, under the background of the new era. This paper starts with science and technology finance, economic finance, social finance and industrial finance, to construct a comprehensive evaluation system of financial ecological environment in Anhui Province. The factors of 16 cities in Anhui Province were analyzed to find out the common factors affecting the construction of financial ecological environment, and to obtain the comprehensive score of factors. The results show that the financial and economic development score of Hefei is the highest and the development is relatively perfect, followed by Wuhu and Chuzhou. In order to construct the financial ecological environment of Anhui Province, we should give full play to the leading role of Hefei City, strengthening scientific research, innovation and government investment, then provide a good incubation soil for financial development.