Abstract: Life insurance companies need more capitals because of the premium increasing in these years. But the solvency hasn’t been changed at all. Life insurance companies were urgent to find a way to increase the comprehensive financing capability. Using entropy method and dynamic evaluation, the comprehensive financing capacity of Chinese life insurance market were analyzed from 2007 to 2010. The results showed that big companies have obviously advantages in comprehensive financing capacity. According with the weight of financing channel, internal financing was the smallest one; equity financing was more important than that of debt financing. That showed life insurance companies in China also prefer to publish stocks. Each company performed differently in each financing channel. Those big companies performed very well in the internal financing because of the higher profit ratio. But they didn’t have obviously advantages in debt and equity financing. The financing capacity of foreign life insurance companies should been improved in the future as they performed not very well either in the comprehensive financing capability or each channel. At last, we found insurance companies should improve the profit if they want to improve the comprehensive financing capacity.