Inclusive and sustainable development has become an important part of China's sustainable development agenda, the self-recovery and stability of China's economy cannot be achieved without the macro-governance of the government. Figuring out the internal logic of digital finance and economic resilience is an important part of effective government governance. Based on the panel data of 193 counties in five provinces in northwest China from 2014 to 2021, the paper tested digital finance and county-level economic resilience by using two-way fixed-effect model, intermediary-effect model and threshold-effect model, to test whether financial development promotes government governance in underdeveloped regions. The results prove that digital inclusive finance significantly enhances the resilience of county economies by improving capital allocation efficiency, stimulating entrepreneurship and employment, and reducing pollution emissions. In addition, there are dual threshold effects between capital allocation efficiency and employment vitality, in which capital allocation efficiency has a gradually increasing threshold effect, and entrepreneurship and employment vitality have a fluctuating increasing threshold effect. Therefore, "Digital inclusive finance" in underdeveloped regions is an indispensable part of financial globalization;promoting the healthy development of digital finance is the basis and premise for providing a good financial environment for government management; deepening the reform in the financial field and promoting the green and sustainable development of finance are the future trend and direction of efforts.