Based on the big data analysis, this paper analyzes the relationship between rural financial development and urban-rural income disparity in Heilongjiang province. The results show that there exists a long-term equilibrium relationship between the two. The expansion of rural financial development will aggravate the income gap between urban and rural areas, and the improvement of rural financial efficiency will narrow the income gap. Therefore, finally some proposals were put forward according to the actual situation, reducing the income gap between urban and rural areas, promoting the rapid development of Heilongjiang Province.