The invention discloses a supervised machine learning-based security financing account identification method. The method comprises the steps of a), acquiring and marking a sample; b), extracting and calculating transaction features; c), dividing a training set and a test set; d), performing feature screening and validity sorting; e), performing model training; f), performing model verification; g), increasing a feature number in a model and performing re-training; and h), changing a classification method or a classification model, and determining an optimal classification model. A financing account type judgment process comprises the steps of 1), calculating all the transaction features contained in a feature set MY of a to-be-predicted security account; and 2), inputting the features calculated in the step 1) to the optimal classification model Y, thereby obtaining a financing status of the to-be-predicted account. According to the security financing account identification method, the manpower input required for investigating and dealing with illegal financing is reduced, about 60% of financing accounts can be identified, the accuracy is about 80%, and the workload of manual investigation and evidence collection is reduced; and therefore, the method is of important practical significance.