Small and micro enterprises play a very important role in national economic and social development, and their development affects the country’s economic structure. In traditional financial system, small and micro enterprises face serious financing bottlenecks in development process, and cannot obtain stable financial support conducive to their long-term development. To breaking the financing bottlenecks of small and micro enterprises, we examined internet finance. This paper analyzed the financing bottlenecks and used method of constructing the optimization algorithms model of internet finance investment and financing. We showed internet finance can effectively solve the financing bottleneck by virtue of its advantages, and introduced a systematic framework of internet finance and small and micro enterprises financing model. The rationality of the framework is proved through a case. The system framework has a certain reference value for solving the financing bottlenecks of small and micro enterprises.