Credit plays an increasingly important role in nowadays’ social-economic development. Under the background of building Guangdong-Hong Kong-Macao Greater Bay Area，exploring credit cooperation between the three places will further promote regional economic development and social communication. Upholding the Great principle of “one country，two systems”，the pilot zone takes the institutional innovation of the Pilot Free Trade Zone as a breakthrough point，“Bravely Try，Boldly Attempt，Initiatively Optimize”，carries out cross-border credit cooperation with Hong Kong and Macao to satisfy the government，enterprise and individual’s general credit demand，which is to cooperate and communicate smoothly，to provide high quality credit service，to transfer credit information accurately，to promote credit data exchanging fluently，to secure credit regulatory safely，and to remain law and regulation adequately. A favorable environment is needed to be created for the development of the credit system and for effectively serving the economic development of Guangdong，Hong Kong and Macao.