Today, in the competitive environment, it is very hard for the companies to survive. Strategic human resources management is getting much importance at the present time parallel to the increase in the importance of the human factor. Strategic human resources management can be defined as the combination of the human resources activities with the company’s strategies and goals. Innovation is to expose product, service, process, policy, system firstly. This study aims to find out the effect of the strategic human resources management on the innovation capability of the companies. The study is an empirical research and it has been carried out in Konya branches of a bank. The data has been collected with questionnaire technique. The data has been analyzed with SPSS. It is found out that there is a positive relationship between the strategic human resources management and innovation capability of the companies.