Based on the panel data of 30 provincial-level administrative regions in China from 2011 to 2020, this paper constructs a comprehensive indicator system for urban-rural integration, and uses fixed effect model and intermediary effect model to deeply analyze the impact of digital inclusive finance on the development level of urban-rural integration and the approaches by which the impact works. The research shows that digital inclusive finance can effectively promote urban-rural integration. In terms of mechanism, entrepreneurship is an effective way to promote urban-rural integration, especially the entrepreneurship in agriculture. In terms of heterogeneity, digital financial inclusion has significant regional characteristics in promoting urban-rural integration, and is positively correlated with Internet coverage and marketization degree.