Expressway　is　an　important　regional　economic　development　infrastructure　and　important　material　basis　for　the　national　economy.　Expressway　construction　is　inseparable　from　the　strong　capital　support.　Along　with　the　changing　economic　environment,　expressway　construction　in　Henan　Province　has　been　developing　rapidly.　However,　on　the　one　hand,　the　advance　of　the　national　highway　network　is　still　a　lot　of　money　demand;　on　the　other　hand,　prudent　fiscal　policy　and　tight　monetary　policy,　which　rely　heavily　on　bank　loans　and　the　rapid　development　of　the　enormous　impact　of　highway　industry.　Therefore,　the　future　development　of　Henan　expressway　will　be　facing　some　new　challenges.　This　paper　analyzes　the　development　process　and　financial　model　of　Henan　expressway　construction,　and　put　forward　the　problems　of　financing　models　and　financing　of　innovative　ideas.　©　2011　IEEE.