Based on the model structured of testing nonlinear effect on financial poverty alleviation, applying Granger causality test and regression analysis to analyzing the nonlinear relationship between financial development and poverty alleviation in Guizhou Province, and it is showed that such relationship follows Kuznets Curve characterized by invert-U relationship, namely with the nonlinear effect of worsening first before improvement found in such relationship. Deeply analyze on which and give proposals, so as to help provide references in making policy within related work of financial poverty alleviation in Guizhou Province.