Abstract: The Internet finance augments the demand for Credit Investigations and simultaneously innovates the development of the Individual Online Credit Investigation in the context of Big Data. The current legal supervision system on the credit investigation industry lags behand the industry development and cannot apply to the mode of Individual Online Credit Investigation. In addition, the protection of information subject's right lacks legal supervision, which results in an urgent need for building a brand-new and well-designed legal supervision system on the Individual On-line Credit Investigation and consummating the protection of information subject's legal right under a good legal supervision system.