This paper uses the statistical data of Shandong Province from 1990 to 2016 to empirically analyze the interaction mechanism between rural financial development degree and agricultural industry optimization. The research results show that the scale of financial development, financial efficiency and density range have significant effects on the optimization of agricultural industrial structure, and there are obvious time characteristics. Shandong Province should increase the financial support of the agricultural industry, rationally allocate input resources, and attach importance to the interactive role of financial and industrial development.