Financial consumer protection system in the United States is well known for its comprehensiveness. However, after the eruption of the sub-prime mortgage crisis in 2007, the U.S. government realized the lack of consumer protection is one of the major causes of the financial crisis. As for China, it is urgent to establish a sound financial consumer protection system. What we should do now is to get much more involved in the research of financial consumer protection system, to find out key issues and to resolve them by learning from advanced countries, such as the United States.