In recent years, continuous support from the central government has been provided, resulting in remarkable progress being achieved in digital infrastructure construction in ethnic regions. Based on the panel data from eight ethnic regions spanning from 2013 to 2022, a two-way fixed effect regression method was used to analyze the impact of digital infrastructure on rural industrial integration and to explore its mechanism. The empirical results now show that digital infrastructure has a significant positive impact on rural industrial integration. Agricultural loans, as an important part of financial services, are found to play a partial mediating role in this process. Therefore, it is necessary to strengthen the construction of digital infrastructure in ethnic regions and actively promote the development of rural digital inclusive finance.