In recent years, China's finance has become an important factor affecting the development of county economy. Taking Qianshan city of Anhui Province as an example, this paper studies the role of county finance in the development of county economy. Firstly, combining the theory and practice of the impact of financial development on economic development put forward by scholars, this paper discusses the practical significance of these theories in China's counties in the 21st century. Secondly, it mainly compares the economic and financial development of Qianshan city with the economic and financial development of surrounding brother counties, draws a conclusion, and analyzes the transmission path of county financial services affecting county economic development. Finally, based on the above research results, the specific conclusions of the impact of county finance on county economy are obtained, and the corresponding policy suggestions are given according to the current research results.