Inclusive finance is a financial system that can effectively and comprehensively provide services to all social classes and groups. Design an inclusive financial economic impact system based on feature extraction and data fusion. Based on the perspective of factor market, product market and financial market, the system structure is designed based on the level of information fusion, and the system is divided into data layer, feature layer and decision layer. Collect different information from the sample data of 31 provinces across the country and perform information fusion to establish a regression model to maximize the information retention rate. Explore the influence of the three market development degrees and the development level of inclusive finance on the high-quality development of the regional economy, and improve the robustness of in-formation feature fusion. The results show that the development level of inclusive finance and the development degree of the three markets have a significant role in promoting the high-quality development of the regional economy. Inclusive finance can promote the high-quality development of the regional economy by optimizing the development of the "three markets".