If china wants to become a financial and economic powerhouse, it has to possess a world-class financial centre. So, it has the particular importance of practical significance to build Shanghai into international financial centre. It is also a research subject having far-reaching influence. This article introduces the background of building Shanghai into international financial centre and illuminates the strategic target and thinking of building Shanghai into international financial centre. And the author analyzes and studies the question of strategic choice of building Shanghai into international financial centre.