Based on the present situation of precision poverty alleviation in Shanxi Province, discusses the achievements and shortcomings of financial support.Under the premise of theoretical analysis, the relevant data of 11 prefecture-level cities in Shanxi Province , DEA2.1 and Eviews7.2 software was used to study the efficiency of financial support for precision poverty alleviation from the perspective of financial input and output. Disposable income is the explained variable, and explore the contribution of finance to targeted poverty alleviation. Finally, throw out suggestions from innovating financial products ,controlling credit risks, perfecting laws on financial poverty alleviation for financial better supports targeted poverty reduction in Shanxi province.