With the further appreciation of the RMB exchange rate against the US dollar and the continuous decline of the RMB settlement exchange rate, it is a great test for the profitability and survival of China's import and export enterprises, while the domestic raw material prices, capital and human resources costs and inflation are further aggravated, and the production and operation of import and export enterprises are facing unprecedented internal problems and various problems. How to get out of the current predicament, gain profit space and take the export-oriented road of healthy and sustainable development. This paper attempts to analyze the impact of RMB exchange rate changes (mainly reflected in the appreciation of RMB against the US dollar) on the import and export of small and medium-sized enterprises from the current economic environment. From the perspective of market and small and medium-sized enterprises, this paper compares the influence of RMB appreciation on import-oriented enterprises and export-oriented enterprises. The importance of preventing exchange rate risk is pointed out. It is pointed out that only through the joint efforts of the government, financial institutions and small and medium-sized enterprises can we implement adjustment measures according to the situation and guide the influence of RMB exchange rate changes in a better direction as much as possible.