Emerging Internet consumer credit products have brought many conveniences to people and made people enjoy the pleasure of early consumption. But it is precisely because of the new situation, the government's supervision needs to be improved, and the public's understanding of them is not deep enough, which may lead to the behavior of blind use, and in fact has caused many potential risks, such as inducing some people who are unable to repay. Excessive consumption; illegal elements used to cash illegally; bring huge impact to traditional financial consumer credit, make the market chaotic and so on. Based on the current situation of the development of the Internet consumer credit and China’s Internet consumer market, this paper deeply analyses the risks faced by Internet consumer loans, explores the development of Internet consumer loans and the development of China's Internet consumer loan market from the point of Ant Credit Pay. Its practical significance lies in: on the one hand, it helps consumers understand the potential risk of consumer credit and use them reasonably; on the other hand, it is believed that it will help the future development and supervision of the Internet consumer credit market. This paper put forward some suggestions on the risk control of the Internet consumer credit, and controls the risk by popularizing financial security education and perfecting relevant laws. This paper has certain reference significance foe the analysis and research of financial theory of law.