The arrival of the computer network era, third-party payment platform for its convenient and convenient way to pay the popular. Alipay played a leading role in the third-party payment platform. People in the application of Alipay, but also as a convenient lifestyle. However, the payment of simple and efficient Alipay in the application process, there will be some problems, a serious threat to the user's property security. In order to improve the quality of third-party payment platform, we need to strengthen the supervision and management work. This paper takes Alipay as an example to study the dilemma of third party payment supervision.