The report of the 19th National Congress of the Communist Party of China pointed out that it is necessary to focus on the construction of Guangdong-Hong Kong-Macao Greater Bay Area，Guangdong，Hong Kong and Macao cooperation，and comprehensively promote mutually beneficial cooperation between the mainland and Hong Kong and Macao. In accordance with the main line of research on “status analysis-existing problems-countermeasures”，this paper analyzes the foreign trade，“introduction” and “going out” and “Belt and Road” to analyze the development and the main problems of Guangdong-Hong Kong-Macao Greater Bay Area. Then the paper put forward the strategic construction idea of “one principle，five goals，three major policies”，to build a policy system to promote the new opening of the Guangdong-Hong Kong-Macao Greater Bay Area，and seek new policies for the economic development of Guangdong-Hong Kong-Macao Greater Bay Area on providing policy guidance and reference for the transformation of development mode and the improvement of the level of opening up.