Finance is the core of modern economy，and the national strategy of integrated development of Yangtze River Delta has put forward new requirements for financial support in the region. Firstly，this paper sorts out the connotation and status quo of high-quality integration in the Yangtze River Delta from the perspective of new structural economics. Secondly，this paper analyzes the status of financial support for high-quality integration in the Yangtze River Delta. Furthermore，by constructing a “diamond model”，it analyzes the path of financial support for the high-quality integration of the Yangtze River Delta. The “diamond model” presents the structural characteristics of “4×1”：“4” refers to the four financial models with unique characteristics of three provinces and one city as four basic points to form the diamond plane；“×1” refers to high-quality regional financial cooperate to integrate the four modes into a “1” force to form a diamond apex. The “diamond model” supports the high-quality integrated development of the Yangtze River Delta by leveraging the comparative advantages of local finance based on the factor endowment structure， while creating integrated advantages formed by regional financial cooperation. Finally，based on the perspective of new structural economics，this paper puts forward policy suggestions on financial support for high-quality integration in the Yangtze River Delta.