Abstract: This paper divides the eco-innovation investment structure optimization into two levels of innovation depth based on the enterprise eco-innovation type, using stochastic optimal control analysis method and being parameterized the role of green finance, and reveal the important mechanism that dynamic optimal decision of enterprise eco-innovation investment and green financial market development promote structure optimization of the eco-innovation investment and provides the simulation results. So green finance is the necessary condition for the optimization of eco-innovation investment structure but not the sufficient condition, and green finance plays a role in the structural optimization by mitigating the tightening of corporate green capital, regulating the eco-innovation of enterprises, innovating the risk and income structure, and influencing the decision function of enterprises. It has important theoretical and practical significance that green finance and environmental policy designing well and cooperating effectively guide and educate enterprises, and promote the positive evolution of enterprise eco-innovation culture.