The resilience of the RMB exchange rate is a crucial safeguard for enhancing the international status of the RMB and maintaining China’s macroeconomic stability. This paper constructs a currency exchange rate resilience index using a time-varying parameter vector auto-regression (TVP-VAR) model and empirically examines the impact of financial openness on the exchange rate resilience of 14 major international currencies. The results show that financial openness significantly enhances currency exchange rate resilience. Heterogeneity analysis reveals that the effect of financial openness on currency exchange rate resilience is more pronounced in countries with higher levels of economic development, greater currency internationalization, and lower trade dependence. Mechanism analysis indicates that financial openness strengthens currency exchange rate resilience through attracting foreign investment, improving institutional quality, and deepening market development. The findings provide valuable implications for promoting high-level financial openness and strengthening the resilience of the RMB exchange rate.