Abstract: Based on the data from 1994 to 2017 in China, this paper analyzes the correlation degree between financial support and rural e-commerce by using Grey Correlation Theory, and carries outco-integrationteston the financial support effects of rural e-commerce. The results show that farmers' fixed assets investment has the highest correlation with rural e-commerce, followed by net income of rural residents, agricultural loans from financial institutions and financial support for agriculture. In addition, aco-integration relationship exists between the development of rural e-commerce and rural financial support. It is concluded that the support effect of rural finance on rural e-commerce is remarkable, and the long-term trend of the two is consistent. The higher the proportion of rural financial funds flowing to rural areas and farmers, the higher the efficiency of the conversion and use of rural self-owned funds, the faster the development of rural e-commerce.