With the deepening of reform of China’s finance in recent years, the issue for protecting the rights of consumers becomes increasingly important. Therefore, how to improve the supervision service and protect the consumers’ rights has been a key task faced by financial supervising authority. By combining practice in Chinese consumer right protection and problems in relevant mechanism at home and abroad, this paper points out that financial supervision agencies should renew supervising ideas, make and perfect transaction regulations, strengthen dispute management mechanism, pay attention to the opinions of consumers and the participation of consumers, be oriented by consumer protection, emphasize financial supervision system and so on in order to promote harmonious and healthy development of China’s financial consumption relation.