Based on information asymmetry theory, principal‐agent theory, and risk management theory, this paper analyzes the mechanism of the impact of big data on financial decision‐making, analyzing four dimensions: how big data enhances the information base for forecasting, how big data improves the relevance of decision‐making, how big data builds new competitive advantages, and how big data promotes dynamic decision‐making. Secondly, through the analysis of specific implementation cases of enterprise big data in financial decision‐making, we focus on the real problems faced in management and the effect of solving problems through big data platform. The enterprise realizing the integration of business and finance not only can better lead business expansion, but also can improve the management level within the enterprise, which is conducive to the improvement of core competitiveness. The integration of industry and finance is essentially achieved through the application of various financial management modules to the business operations of enterprises, including budget management, capital management, fixed asset management, and financial accounting. If we want to implement the whole process of financial integration, it is impossible to achieve this manually, and we must first build a powerful information system as a guarantee. Under the guidance of theories of information asymmetry, stakeholders, and management information systems, Internet finance enterprises should build their own integrated business finance system based on the demand for business finance integration in the Internet finance industry, to enhance the matching of business finance data of Internet finance enterprises, improve the efficiency of enterprise management, and realize business finance integration. Finally, through the research of this paper, we hope to provide reference for other similar enterprises to apply big data for financial decision‐making. Through the application of big data, higher economic benefits are achieved in procurement management, production control, capital budget, and investment decision compared with the previous ones. It is concluded that in the era of big data, massive data can be used to serve enterprise decision‐making in depth, which can break the business and financial barriers, improve the efficiency and quality of decision‐making, optimize the organizational structure and personnel, and enhance the prediction and early warning capability. The application of big data tools has become the key to assisting financial decision‐making and enhancing enterprise value.