By selecting 256 questionnaires from 7 cities in Anhui Province as samples, this paper investigates the impact of Internet finance, entrepreneurial learning and financing cost on entrepreneurial performance of new farmers. The results show that Internet finance and entrepreneurial learning have a positive impact on the entrepreneurship performance of new farmers and entrepreneurial learning has a moderating effect between them, but exploratory learning has no significant moderating effect on the relationship between Internet finance and entrepreneurship performance of new farmers returning to hometown and pioneering, and utilizing learning has no significant moderating effect on the relationship between Internet finance and cross-border entrepreneurship performance of new farmers. Financing cost has a partial mediating effect between Internet finance and entrepreneurial performance of new farmers, but the effect is not significant between Internet finance and cross-border entrepreneurship performance of new farmers.