By the transfer entropy method, in this article we analyze the transfer of information between x, y, z component of Lorenz system and Walker circulation with temperature difference and vertical velocity. It is found that y is the information source and x is the information sink between x and y component of Lorenz system, also y is the information source and z is the information sink between x and z component. But the direction of information transfer depends on the control parameter r between x and z component, even if the direction of information transfer between x, y and z component of Lorenz system does not vary when the initial value changes. In western Pacific, the information transfers from the temperature difference to the vertical velocity, while the information transfers from the vertical velocity to the temperature difference in the eastern equatorial Pacific, which is consistent with the physical mechanism of Walker circulation. And land-sea thermal plays an important role in the information transfer between temperature difference and vertical velocity. In winter, the information transfer between temperature difference and vertical velocity is strongest, in summer and autumn it is weaker, and in spring it is weakest, which may be the reasons of spring predictability barrier. These results suggest that transfer entropy is proved to be an effective method and tool of measuring the transfer direction of the kinetic system information, and has broad application prospects in the field of meteorology.