This paper discusses the problem of finity and infinity based on the philosophical perspectives of opposing idealism and receiving dialectical materialism. Based on Hegel’s dialectical infinity view, this paper makes a comprehensive criticism of the thought of actual infinity. After Hegel’s dialectical infinite thought scientifically explained the limit concept in calculus, the Second Mathematical Crisis caused by the contradiction of infinitesimal quantity was solved thoroughly. However, the mathematics world has not learned the experience and lessons in history, has always adhered to the idealist thought and methodology of actual infinity, this thought finally brought the third crisis to mathematics. At the end of this paper, based on the infinite view of dialectical materialism, the author analyzes the Principle of Comprehension and the Maximum Ordinal Paradox, and points out that the essence of the Principle of Comprehension is a kind of actual infinity thought. Only by limiting the Principle of Comprehension to a potential infinity can we solve the Third Mathematical Crisis completely.