To help enterprises detect potential financial risks in a timely manner, this study proposed a security assessment and early warning method for company financial systems based on grey correlation screening. This study evaluated the security status of a company financial system through grey correlation analysis and constructed a corresponding evaluation and early warning system. The results showed that the success rate of testing the system access function, query function, service function, and management function reached 100%. The usage rate of the system’s central processing unit was about 2%, memory usage rate was about 51%, and disk usage rate was about 33%, indicating that the system ran well. The average accuracy of the financial system security assessment and early warning system was 99.5%, and the overall application effect was good. In the long-term evaluation satisfaction survey, the satisfaction score before the system renovation was 63.5, and the satisfaction score after the renovation was 92.7. This study indicated that this method was effective and feasible in enterprises, providing new ideas and tools for enterprises to enhance their operational stability and risk control capabilities.