This paper introduces the definition of private capital, researches the development and connotation of credit industry and describes the application of private capital in the credit industry in the context of economic crisis. It analyzes the problem of credit industry to absorb the advantages of private capital and the face problems. On this basis, effective measures of economic crisis the credit industry to absorb private capital is proposed. It strives to integrate idle private capital, so it gives in small under the economic crisis business development opportunities. Thereby it can reduce the negative impact of the economic crisis, and promote the overall economy rebounds.