In order to explore whether information segmentation promotes spontaneous cooperation between the two financial sectors in the information field and forms a new financial linkage，namely horizontal financial linkage in the information field，based on the actual background of farmers’ differentiation and its information structure change，the analytical framework of farmer’ differentiation-information segmentation-financial linkage is logically deduced through the signaling game model.It is found that with the advancement of industrialization and urbanization，farmers exhibit the characteristics such as kinship miniaturization，geographical distance and diversification. The differentiation of farmers leads to the segmentation of repayment ability information and repayment willingness information in the two financial sectors，inducing the two financial departments to form a horizontal information financial linkage through signal transmission. Therefore，it is recommended to focus on the development of a new financial linkage ，innovate the loan model of farmers，and promote the high-quality development of rural financial markets.