Currently, in China, it is at the stage of accelerating the development of industrialization and urbanization, also in the key period of the economic structural adjustment and industrial optimization and upgrading. Eventually, adjusting and optimizing mode are the urgent tasks of industrial structure and improving the economic growth mode are urgent task of China. Finance as the core of the national economy and social capital, must play a major role in the field of energy conservation and environmental protection. And financial institutions further strengthen the sense of social responsibility to make the financing activities always reflect requirements of energy saving and environmental protection, which is consequently the financial inherent requirement of sustainable development. The paper is aimed to know entirely about green finance, to re-define "green finance" from the angle of win-win, to structure its mode of action. Through analyzing experience of developing finance at abroad, according to the existing problems in the development of green finance, building green financial innovation mechanism from the nation, financial institutions, enterprises and the ecological environment of China.