With the further development of market economy, small and middle enterprises have been the important support for the economic developments of various countries. However, the financing difficulty has largely contrasted with the important contribution of small and middle enterprises for the national economic development. As viewed from the course of the development of small and middle enterprises in the world, the financing difficulty of small and middle enterprises in the world has been a true fact. After the financial crisis broke out, the financing difficulty of small and middle enterprises is increasingly being deepened, and the governments of various countries have adopted multiple measures to deal with this problem. In this article, by analyzing the different financing modes adopted by US, Japan and Euro countries under the economic situation of financial crisis, the proper financing mode in the present economic environment is expected to be found for effectively solving the problem of financing difficulty for small and middle enterprises.