Small　and　medium-sized　enterprises　(SMEs)　are　one　of　the　most　vital　forces　of　life　and　vitality　in　social　and　economic　development,　but　they　also　fall　into　financial　difficulties　in　the　development　process.　This　has　become　a　huge　barrier　that　hinders　the　healthy　development　of　society.　The　commercial　banks　are　the　main　force　to　solve　difficulties　in　financing　of　SMEs.　To　some　extent,　the　major　economies　of　market　still　uncertain,　in　order　to　completely　get　rid　of　these　shackles,　the　key　is　to　address　the　development　of　SMEs　vigorously,　creating　favorable　conditions　and　environment　for　its　financing.　With　the　help　of　game　theory　model,　paper　analyzes　the　reasons　why　banks　lend　to　SMEs　reluctantly.　Finally,　based　on　the　perspective　of　commercial　banks,　relevant　suggestions　are　given　to　promote　the　level　of　innovative　financing.