In the context of financial crisis, to strengthen the capacity of independent innovation of small- and medium-sized enterprises, is an important channel of getting rid of economic dilemma and reviving fast economic development. To improve the capacity of independent innovation of small- and medium-sized enterprises, it is imperative to solve three problems as inadequate motivation, poor environment & unhealthy system and weak capacity for innovation. As the policy-provider, the government shall solve difficult issues hard to be solved by individual enterprises, address various services properly and provide good environment for small- and medium-sized enterprises to conduct independent innovation. Only in this way, can the difficulty of independent innovation of small- and medium-sized enterprises be solved radically.