The bank of the computer network security is the very concrete reflection of computer security in financial industry. Computer network technology which is fast developing has raised the bank's work efficiency, service quality and management level. It is beneficial to satisfying bigger social demand. However, computer network technology also makes bank computer network security issues frequently. There is more and more threat to network security. The main research direction of this paper was Computer Network and Application Technology which was fast gaining popularity in the banking industry, put forward how to solve the computer network security problems in banking industry so as to provide valuable information that coping with bank computer network security construction