CFETS is located on the Bund in Shanghai. For years, it has made contributions to the development of China's financial industry and the establishment of a national financial center, which, in turn, offers opportunities and assistance for the development of CFETS.

The office building of CFETS, with its European-styled architecture, enjoys a history of more than 100 years. It had formerly been used by a Sino-Russian Bank and the central bank of the Kuomintang Administration successively. After the foundation of the People's Republic of China, the building served institutions like the People's Bank of China Shanghai Branch and the Shanghai Aerospace Administration. The essence of the building has been well preserved, retaining its white marble staircases, colonnades, rilievo and European-style parlor.