The market exit mechanism is a very important part of the financial supervision system.There is a large blank in the research of market exit mechanism for internet banks.The paper analyzes the necessity of establishing a market exit mechanism for internet banks,establishes a game model and gives suggestion on the exit principles of internet banks.Finally,the paper puts forward that China should set up special supervision institutes for internet bank exit,establish early warning mechanism and deposit insurance system for internet banks,and consummates the laws for internet bank exit in order to establish the market exit mechanism for China′s internet bank.