The existence of Financial Exclusion leads to many vulnerable groups do not have appropriate access to diversified financial services, thus hindering the financing and inhibiting economic growth. Financial Inclusion theory is developed on the basis of micro credit and micro finance. In the construction of the financial system, the implementation of the concept of Inclusive Finance can not only reduce financial exclusion, improve the level of financial inclusion in various regions, but also promote economic development, which is favorable means to reduce poverty. This paper reviews domestic and foreign literature on Inclusive Finance, and summarizes the research results in order to provide a more comprehensive and rich theoretical framework for the construction of inclusive financial system in china.