Under the new situation, encouraging all regions to give full play to their comparative advantages, expanding financial openness and strengthening the connection of regional financial openness have important theoretical and practical value for constructing the new development pattern. On the basis of sorting out the measure indexes of financial openness at home and abroad, this paper constructs an index system of financial openness which is suitable for China’s reality, measures the financial openness in China, and analyzes its spatial correlation characteristics. The results of this study reflect the spatial coordination and imbalance of China’s financial openness and the importance of regional linkage. Therefore, China should give full play to regional advantages, and strengthen the coordination and linkage of financial openness among regions, which will promote the coordinated development of economic and finance among regions.