In past ten years international situation changed a lot and foreign capital market experienced a rapid development process. Foreign securities market represented by the United States works as a beacon to have influenced global economic development. After WTO entry, China's economy has been further integrated into globalization and the integration effect becomes more clear. One wins while others win and one loses while others lose. This paper focuses on the problems related to internationalization of securities market of China such as necessity, appearance, barriers and development strategy of internationalization of securities market of China.