In this paper, Chinese financial market is divided into six parts: State-owned banks, joint-stock banks, city commercial banks, securities, insurance and trust. Taking Chinese stock market turbulence in 2015 as the research background, the efficiency and synchronization of the above six financial markets in different periods are analyzed. Method of sample entropy is used to calculate the efficiency, and the sliding window method is used to examine the dynamic evolution process of efficiency, and then cross-sample entropy is used to calculate the synchronization between the six financial markets in different periods and the maximum spanning tree method is used to construct the main framework for the six financial markets' synchronization. The study finds that the efficiency of the six financial markets and the synchronization between these markets change with the trend of the stock market, and this change mainly exists in the two violent fluctuating period of the stock market, the bull period and the crisis period. in the violent fluctuating period, the change of efficiency is contrary to the trend of stock market, and the synchronization between the markets is strengthened in these two periods. During the fluctuation, the efficiency of state-owned banks, joint-stock banks, and insurance change substantially, and they can make a rapid response to the stock market trend. In the synchronization analysis, state-owned banks are in the center position in three periods, and during the violent fluctuating period, the order of synchronization between state-owned banks and joint-stock banks, city commercial banks, securities, insurance is the same with the order of efficiency of the state-owned banks and these other four markets. It can be considered that the synchronization relationship between the markets promotes the efficiency spread to the other financial markets.