In the post financial crisis era, the research on the framework of macro prudential supervision has become the focus of economic and financial theory realm. At the same time, the government financial audit in the maintenance of financial stability has also been widespread concerned. The implementation of macro prudential regulatory framework can affect the development of government financial audit. It can also promote the transformation of audit goal, audit scope, audit content and technical model. The impact of the implementation of macro prudential regulatory framework on government financial audit can also find evidence from the audit results of the Audit Commission in the past four years. From the perspective of promoting the implementation of macro prudential regulatory framework, financial audit needs do as follows: to introduce exterior forces to improve the scope of the audit, to carry out the performance evaluation and audit in the framework of macro prudential supervision, to continuously improve the risk oriented audit governance mechanism and to innovate the form of government audit and regulatory coordination.