Abstract: Financial support is the key guarantee for promoting the strategic implementation of " The Silk Road Economic Belt", while the promotion of financial development capability is the basic premise to fully exert the function of financial supports. This thesis takes the five domestic northwestern provinces along "The Silk Road Economic Belt" as the analytic objects, then selects 35 targets which can measure the capabilities for the financial development within provinces, so as to construct the corresponding system of comprehensive assessment. Meanwhile, it adopts the study model of principal component analysis and evaluate the financial development capabilities of provinces along the route. The research finds out that the overall financial development capacities of the five northwestern provinces are still weak. However, compared with the other three provinces, the financial development capacities of Shanxi and Xinjiang remain at a high level. Yet there is still a huge gap between Gansu which is at the medium level and the former two provinces in terms of financial development capability. And Ningxia and Qinghai are relatively lower ranking. The financial development capacities of the five northwestern provinces are significantly influenced by their economic development levels, their financial industry's scale and efficiency and other factors. Meanwhile, the influential effects of those factors differ a lot. Hence, the cases above require that we should play northwestern regions' important roles as a window of westward opening-up under the construction of the "The Silk Road Economic Belt" and take the measures of strengthening the financial infrastructure construction, optimizing the structure of financial industry, reinforcing the regional-financial cooperation and reforming the financial development of innovation regions, so as to jointly improve the self-development capacities of the regional finances. In this way, strong financial supports can be provided for the construction of " The Silk Road Economic Belt".