Based on a systematic review of SCF literature and the information processing theory, this paper builds an integrated conceptual framework to illustrate how SCF providers deal with uncertainties, develop capabilities and further achieve whole financial supply chain (SC) integration. It shows that uncertainties faced by SCF providers (including SCF task characteristics, SCF task environment and SCF task independence) delineate the information processing requirements. To meet these requirements, SCF providers could improve information processing capacity by enabling some mechanisms (i.e., organisation structure design, coordination and control, and information technology). The fit between SCF providers’ information processing requirements and capacity could further improve SCF capability, which would help to achieve integration of the whole financial SC. Building on this framework, seven future research directions are provided.