This paper measure the level of rural financial development in Shanxi Province through a series of indicators,such as rural financial gfficiency,financial correlation rate,savings and investment conversion rate.Based on the test,Granger causality test and impulse response analysis,this paper studies the relationship between rural finance and the income gap between ruban and rural residents in Shanxi Province. The results show that: rural financial gfficiency,financial correlation rate,savings and investment conversion rate will have varying degrees of impact on the income gap between ruban and rural residents.