In 2019，the State Council successively published “the Outline of the Development Plan for the Guangdong-Hong Kong-Macao Greater Bay Area” and “the Opinions of the State Council of the Central Committee of the Communist Party of China on Supporting Shenzhen to Build a Pioneering Demonstration Area with Chinese Characteristics”. In this context，this article focuses on the role of construction of international financial center in promoting the construction of the Guangdong-Hong Kong-Macao Greater Bay Area. The article first reviewed the relevant domestic and international literature of the International Financial Center，then analyzed the existing problems in the construction of the Guangdong-Hong Kong-Macao Greater Bay Area International Financial Center based on the comparison of the four major bay areas，and finally proposed five recommendations for accelerating the construction of Guangdong-Hong Kong-Macao Greater Bay Area international financial center on the basis of financial opening and cooperation.