The green economy is a sustainable economic growth model, and the performance of the green economy is a key indicator to measure the level of green economic development. This paper uses panel data from 30 provinces, municipalities and autonomous regions from 2007 to 2019 to measure the impact of financial agglomeration on the performance of the green economy by constructing the Spatial Dubin Model (SDM) — a spatial measurement model. Studies show that financial agglomeration has a significant role in promoting the performance of the green economy, however, there is heterogeneity in the impact of China's financial agglomeration on the performance of the green economy. Financial agglomeration in the eastern and western regions has a significant positive impact on improving green economic performance, while financial agglomeration in the central region has an insignificant negative impact. Therefore, it is of necessity to continue to promote the high-quality development of finance, strive to expand the opening up, explore the new direction of industrial structure optimization, and adopt more reasonable environmental regulation tools. Meanwhile, The eastern, central and western regions should set differentiated green sustainable development goals from reality, giving full play to their respective advantages, to achieve coordinated development of regional green economy.