In the report of the 20th National Congress of the Communist Party of China, General Secretary Xi Jinping made a major strategic plan for urban construction in the new era, pointing out that it is necessary to build livable, resilient and smart cities, and establish high-quality urban ecosystems and safety systems. Economic resilience is the key ability of an economy to maintain economic security and achieve sustainable economic development. It plays an important role in building resilient city and maintaining urban economic security. As a key link in China's financial reform, the national pilot zone for financial reform is conducive to strengthening the ability that finance serves real economy and forestalling financial risks, and plays an important role in improving economic resilience. It also has great significance for building the resilient city and achieving sustained, stable and healthy development of China's economy. This paper regards the establishment of the national pilot zone for financial reform as a quasi-natural experiment, and attempts to incorporate financial reform policy and urban economic resilience into one analytical framework. Based on the panel data of 277 prefecture-level cities in China from 2011 to 2020, this paper uses the multi-period DID model to examine the impact and its mechanism of financial reform policy on urban economic resilience. At the same time, this paper further discusses the differences in the effects of financial reform policy on cities of different sizes and different geographical location. The results show that the financial reform policy has significantly improved the urban economic resilience, and the conclusion is still valid after considering the superposed impact about the policy of smart city construction, innovative city pilot and low-carbon city. Robustness tests such as parallel trend test, placebo test, treatment of endogeneity, replacement of explanatory variables and change time window further confirm the reliability of the conclusions. Mechanism test shows that the policy effect of financial reform policy on urban economic resilience is achieved by enhancing credit availability and improving capital allocation efficiency. From the perspective of heterogeneity, compared with larger-scale cities and southern cities, financial reform policy has a stronger policy effect on smaller-scale cities and northern cities. Therefore, this paper suggests to build more distinctive and fully functional national pilot zone for financial reform, further expand the radiation scope of the national pilot zone for financial reform to promote the economic resilience of the pilot cities and surrounding cities. This paper also suggests to establish a long-term mechanism to enhance credit availability and capital allocation efficiency. With the help of administrative and financial means, local government should give full play to the positive role of credit availability and capital allocation efficiency in the process of financial reform policy affecting urban economic resilience. Finally, it should increase the policy resources of smaller and northern cities. For example, increasing the number of national pilot zone for financial reform in the above areas, optimizing the local financial supply structure and capital market environment, and improving the local government's ability to guide the economy, so as to enhance the urban economic resilience.