Multilateral development banks enjoy immunity from domestic jurisdictions to ensure that they operate independently and in normal operation. The scope of application of immunity is very broad，but it is constantly being questioned and challenged in the domestic judicial system. The crux of the matter is that the immunity of multilateral development banks blocks the usual way for private entities affected by banks to obtain relief，and the fair trial of private entities is an important condition for multilateral development banks to enjoy immunity.To this end，the multilateral development banks have established internal dispute resolution mechanisms for different types of disputes，the model of which is the accountability mechanism and the administrative court. The Asian Infrastructure Investment Bank（AIBI）is the first multilateral development bank initiated by China. Only when the members respect the bank's immunity，the AIIB can operate normally. At the same time，only by establishing a fair and efficient internal dispute resolution mechanism，the high standards promised by the AIIB can be realized.