Guangdong-Hong Kong-Marco Greater Bay Area （GBA） is one of the regions with the highest degree of openness and the strongest economic vitality in China. In recent years，the in-depth cooperation between Guangdong，Hong Kong and Macao has been continuously promoted，setting a good example of high-quality development. In GBA，there are many opportunities，such as the bay area economy becoming the world center of gravity，the global city becoming the engine of development，and major international strategic support. There are also some challenges，such as the changing international political and economic order，the different legal system frameworks，and regional competition. To be the world-class bay area，there are some problems to be solved，such as the imperfect regional coordination mechanism，the disunity of the effective docking of rules，and the blocked channel of achievement transformation. In order to achieve an all-win result between GBA，it is suggested to further improve the top-level design，strengthen the innovation drive，optimize the industrial layout，and improve the level of opening up.