With the development of financial industry, the finance course calls for a new experiment teaching model to satisfy the social needs of the financial talents. By studying the environment and process of economic and financial activities, a financial virtual experiment teaching system based on MATLAB and data warehouse was put forward in this paper. The system was designed based on the J2EE component technology, used the methods of data warehouse to design the system database, and used the MATLAB numerical calculation to deal effectively with the financial experiment data. The system was cutting-edge, systematic, scalability, and good features, could well meet the financial professional experiment teaching needs.