Abstract: According to the theory of financial development, the development of financial markets can improve capital allocation efficiency and lead to economic growth. In market economy, with the improvement of financial efficiency of resource allocation, rationalization and optimization of the financial resources allocation play an increasingly obvious role in promoting and supporting the rural economy, and to a certain extent, determine the speed and efficiency of rural economic development. The paper adopts Jeffrey Wurgle model, uses the unit root test, co-integration test and Granger causality test methods to conduct the empirical research on rural resources allocation efficiency of Heilongjiang province. The results show that the efficiency of rural resource allocation is low, and agricultural loan does not drive the growth of the added value of agriculture, and the financial support in agriculture does not pull the growth of agricultural output. On the basis of discussing the causes of the low efficiency of resource allocation in rural financial in Heilongjiang province, this thesis put forwards corresponding countermeasures and uggestions, and has important practical significance for strengthening macroeconomic regulation and control in Heilongjiang province, and promoting sustainable and coordinated development of the rural economy.