This article analyzes the path to constructing first-class undergraduate majors in finance, using the finance major as a case study. Through analysis, it aims to offer reference and inspiration for enhancing the quality of finance education in China and supporting the healthy development of the financial industry. The article begins by examining the current status of finance majors, followed by an analysis of the necessity for establishing first-class undergraduate programs. Finally, it provides a detailed exploration of the specific methods for building such programs in finance. The findings indicate that accelerating the construction of first-class undergraduate finance majors is a long-term and challenging task that requires the combined efforts of the government, universities, industry, and various social sectors. Through comprehensive and innovative reforms in areas such as training objectives and positioning, curriculum development, teaching teams, and practical instruction, the quality and level of finance education can be effectively elevated, thereby cultivating more high-caliber financial professionals who meet the demands of the times.