Abstract: Capital market supporting the high-quality development of sports industry is an important part of the supply-side structural reform of sports industry. It is held that China's sports capital market has come into form and developes continuously in the process of sports industry growth and capital market construction, and sports capital market plays a role in sports investment transformation, sports resources allocation and sports property right incentive, etc. At present, there are some structural contradictions including the ineffective supply, unbalanced systematic structure and dislocation of risk preference in the development of sports capital market, which affects its functional effects. According to the requirements of quality change, efficiency change and power change of high-quality development of sports industry, the optimization path of sports capital market is put forward to support the high-quality development of sports industry in the aspects of expanding the effective supply of sports capital, unblocking the channels of capital market, and promoting the reform of sports capital market.