Cities become more integrated with modern transportation, communication and information technology and form large geographical city clusters. As a geographical space, city clusters are becoming an important force in balancing regional development and driving economic growth. Among them, the “9 + 2” city cluster of the Guangdong-Hong Kong-Macao Greater Bay Area has become one of China’s most open and economically vibrant regions with the strongest comprehensive strengths by virtue of its characteristics such as “one country, two systems, three customs zones, four core cities, three regulatory systems and multiple regulatory bodies”. Zhuhai and Macao, as important cities in the Bay Area, have unique advantages in cooperation, which will provide new ideas to promote financial cooperation in the city cluster and realize the transformation and upgrading from service economy to innovation economy.