In the background of the construction of Guangdong-Hong Kong-Macau Great Bay Area，it is of great practical significance to rethink the development orientation of Zhuhai. The integration of Hong Kong-Zhuhai-Macau is not only a matter between Zhuhai and Hong Kong-Macau，but also a matter of mutual benefit and cooperation to win-win between Zhuhai and other areas on the western and eastern sides of the Pearl River，and the overall situation of the construction of Guangdong-Hong Kong-Macau Greater Bay Area. Zhuhai's urban positioning should not compete with that of Guangzhou-Shenzhen-Hong Kong- Macau，but should build up its own “late-development advantage” by serving the west of Guangdong and the construction of the Great Bay Area. Deep-ploughing tourism industry is an important choice for Zhuhai to give full play to its own advantages and meet the needs of people for a better life. Focusing on the development of high-level tourism industry and products，we can make use of the location and industry resources in Hengqin or Jinwan to fully develop cross-border exhibition industry. Improving the level of financial services through innovation is an important issue in the construction of the Great Bay Area. Through the cross-border cooperation mechanism between Hengqin and Macau，the “financial innovation test ground” built by the construction of Guangdong-Hong Kong-Macau Great Bay Area will have a multi-dimensional effect and accelerate the development of financial innovation. According to the characteristics of Zhuhai，creating a unique talent security mechanism is the key to ensure Zhuhai's future development.