In recent years, the financialization of entity enterprises is becoming more and more serious, which attracts extensive attention from all walks of life. This paper takes Chinese A-share listed enterprises from 2013 to 2019 as research samples to explore the relationship between financialization and audit fees. The whole results from the paper show us that financialization has a significantly positive impact on audit fees. Furthermore, this paper makes a grouping regression between the nature of the size and auditors’ professional competence of the enterprises. Meanwhile, financialization has a stronger impact on audit fees when enterprises are large or employ auditors with stronger professional competence. When studying the transmission path, this paper finds that financialization increases audit fees by increasing agency costs. This paper expands the research on the impact of enterprise financialization and provides a new idea for the reasons of audit fees.