Abstract： In this age of information, a variety of market information can be obtained and plenty of opportunities often appear. It is very important for investors to seize the opportunity, and it depends on whether they can hold the heuristic information, use and integrate the available information, then develop effective program to make decision timely. Successful investors can seize the heuristic information, distinguish between necessary and redundant information of market and integrate useful information becoming a profitable program which ordinary people are not easy to figure out. This process is creative. The study aims to explore this creative thinking mechanism of market information integration. The study tried to reveal the creative thinking mechanism in information integration of market by using the method of individual test and group test, supported by individual interviews, and carried out two experiments exploring how the quantity of information and the highlighting of key heuristic information affected decision-making results on business investment problem. The information used in experiments was from real market. In experiment Ⅰ, participants were divided into two groups, one group was asked to develop a program according to 6 necessary information, another group was asked to develop a program according to 6 necessary information and 14 redundant information. In experiment Ⅱ, participants were also divided into two groups, one group was asked to develop a program according to 6 necessary information and 6 dynamic redundant information, another group was asked to develop a program according to 6 necessary information and 6 static redundant information, and whether they had marked key heuristic information was randomly assigned to each group. The results of experiments showed that the more information provided to the participants, the larger the space of information integration problem, then the integration process was more difficult; when participants searched in the problem space, they needed to seize the key heuristic information to form an initial intention of thinking and make a clear direction for further search; after the formation of the initial intention was formed, participants needed to select necessary information, eliminate redundant information, and integrate all the information available, thus the initial intention was more refined, and eventually a profitable perfect investment program was formed. The study explored the creative thinking process of market information integration, and the findings of this study could try to apply for the training practice in human resource management. There is still much work to do for this study, including developing test materials, the discrimination of the materials, the effect of working memory capacity and perception.