Digital inclusive finance can promote common prosperity through intermediaries such as entrepreneurial activities, residential consumption, and technological innovation, but there is heterogeneity among regions. The results show that in the eastern region, the mediating effects of entrepreneurial activities, residential consumption, and technological innovation are all significant, while in the central and western regions, only entrepreneurial activities and residential consumption play a partial mediating effect, and the mediating effect of technological innovation is not insignificant. At the same time, among these three intermediaries, the intermediary role of residential consumption is the largest. Furthermore, whether nationwide or in the Eastern, Central, and Western regions, the process of digital inclusive finance promoting common prosperity exhibits a nonlinear characteristic of increasing “marginal effects”.