"Accelerating the reform of ecological civilization system and building a Beautiful China" is the goal that the Chinese government is practicing. In this process, the Chinese government is making unremitting efforts to develop green finance and a sustainable energy system. This series of measures highlights the importance of ecological civilization construction in sustainable development now and in the future. At present, the general direction of the construction of Beautiful China mainly includes promoting green development, focusing on solving prominent environmental problems, strengthening the protection of ecological system, and reforming the supervision system of ecological environment. This work focuses on "promoting green development" and discusses the importance of "energy finance" in the construction of a Beautiful China from three aspects: theoretical analysis, energy structure and financial role. From the perspective of combining finance and green, this work puts forward a series of strategies to promote the construction of "Beautiful China" by using energy finance.