This paper introduces random monitoring mechanism in optimal monitor frame and constructs a model to study the optimal monitoring intensity in relationship financing between bank and medium and small sized enterprises. Our analysis first suggests that reducing uncertainty in evaluation may not improve screen efficiency in relationship financing, and in fact, can have the opposite effect. Second, introducing random monitoring in a relationship financing could induce bad entrepreneurs to reveal their intrinsic types and this is helpful to screening. Furthermore, adoption of the optimal random monitoring in relationship finance is favorable to the bank’s gains. At last, we use numerical simulation to show these conclusions and offer the explanations and strategies.