Abstract: First of all,the necessity of establishing the financial centre is expounded.It is pointed out that establishing financial centre has a lot of benefits to the world economic development,China’s economy and the occupied cities.The location conditions of the financial centre may be summarized as follows.the locaton of trade centre,the geographic position factor,the circumstances of finance,etc.The author considers that the financial centre of first batch in China should be established in the cities of the eastern China.So 9 cities in the eastern China are chosen as financial centres.According to the location conditions of the financial centre,12 indices are chosen,the method of synthetic weighted average is used to find the best locations of the financial centres.The conclusions are that the financial centre in the first grade should be in Shanghai and the second grade should be in Tianjin and Guangzhou.