It is inevitable that foreign capital will enter China's A-share stock market after China's accession to the WTO and the stock market will gradually be internationalized. While the Chinese stock market faces the challenge of internationalization, we should explore some issues such as: the ways, schedule and timetable of the entry of the foreign capital and its impact on Chinese securities markets. These topics will be raised and discussed in this paper with an attempt to draw some conclusions. It is inevitable that foreign capital will enter China's A-share stock market after China's accession to the WTO and the stock market faces gradually challenge the internationalization, we should explore some issues such as: the ways , schedule and timetable of the entry of the foreign capital and its impact on Chinese securities markets. These topics will be raised and discussed in this paper with an attempt to draw some conclusions.