In this paper, the general and the various sub-disciplines financial aid situation as well as publication of SCI papers in the discipline of Management Science and Engineering from 2003 to 2008 are analyzed. And the same time, we analyze the related data of the Tenth Five-year Plan and the Eleventh Five-year Plan and find out the problems and their causes. Finally, some advises on the sponsorship strategy of the natural science fund are provided based on the Eleventh Five-year plan.