Carbon finance is the core module of the future development of low carbon economy; it is a new type of competitive force in the construction of long-term sustainable development strategy for global financial institutions. Its development degree directly restricts the healthy development of multiple fields related to carbon finance. In this paper we firstly analyze the market structure characteristics of carbon finance based on international experience, and summary Chinese problems of carbon finance according to the domestic status. On the basis we introduce artificial neural network of P.K.Simpson, and construct the carbon financial control model based on neural network prediction. In order to verify the scientific and practicability of this model, we build dynamic behavior simulation model of carbon financial system. The simulation results show that the model can make accurate predictions on scientific decision on carbon financial system application, and the simulation results are relatively complete.