The　optimization　of　the　financial　industrial　structure　(FIS)　is　one　of　the　critical　approaches　to　promote　economic　development　under　the　new　normal.　Using　the　panel　data　of　30　provinces　and　cities　except　for　Tibet　from　2007　to　2016,　this　study　analyzes　the　optimization　objective　of　the　FIS　and　establishes　an　optimization　model　of　the　FIS　based　on　the　economic　development　multi-objectives.　Then　several　multi-objective　evolutionary　optimization　algorithms　are　applied　to　solve　the　optimal　FIS,　and　a　possible　research　direction　for　the　optimization　of　the　multi-objective　financial　structure　is　provided.　The　result　is　of　great　significance　for　the　theoretical　and　practical　studies　of　financial　structure　optimization.