The idea of in building the Belt and Road （B&R） is a new cooperative initiative proposing by China，when the multilateral trading systems are on the point of facing important reforms. Over the past five years，the B&R Initiative has made great achievements in policy coordination，infrastructure connectivity，trade cooperation，financial integration and people to people contacts. As an important node of the B&R，Guangdong and other countries along the B&R routes have been continuously expanding trade scale and strengthening investment cooperation. But，at present，there are still some problems：such as lack of awareness of China’s initiatives by all countries along “the belt and road”，inadequate infrastructure and insufficient influence of the main body in these countries，and lack of adaptability and risk awareness of enterprises’“going out” and the different attention of domestic regions in China，in the process for participating in the construction of “one belt and one road”. To this end，a series of suggestions are put forward：strengthening the overall planning and regional cooperation in Guangdong，enhancing infrastructure construction，making full use of the platform for economic and trade cooperation，strengthening scientific and technological innovation and industrial upgrading，optimizing the business environment，and effectively preventing risks in the construction of “the belt and road”.