This paper analyzes the correlation between digital inclusive finance, financing constraints, and inefficient investment, and proposes a research hypothesis linking the three. Secondly, the introduction of quantile regression in Bayesian estimation theory constructs a Bayesian quantile regression model, and in this way, the digital financial inclusion, financing constraints, and inefficient investment regression research modeling. Finally, to verify the mutual influence effect between the three, an empirical analysis was conducted. The results show that the regression coefficient between digital inclusive finance and inefficient investment is −0.0002, the regression coefficient between financing constraints and digital inclusive finance is −0.137, and the regression coefficients between financing constraints and overinvestment and underinvestment are −0.005 and 0.002, respectively, and the regression coefficients of the three are all significant at the 1% level. This indicates that digital inclusive finance will have a dampening effect on the non-investment efficiency of science and technology-based enterprises, which in turn reduces financing constraints and promotes enterprise development.