After many years of hard work，the Chinese enterprises have formed various “going out” models，and the foreign direct investment showed a rapid development trend. “The Belt and Road” strategy brings many opportunities for Chinese enterprises “going out”，including investment，overseas market expansion，new industrial areas，and improving the efficiency of resource allocation，etc. However，the economic and industrial development level between the countries along the “The Belt and Road” differ greatly，and there are political，investment and security risks，which bring a lot of challenges to the Chinese enterprises “going out”. To help China enterprises “going out”，it should be taken to set up the enterprise organization and coordination mechanism of “The Belt and Road”，and construct the corresponding intelligence platform；to establish a coordination mechanism of industry，and build the enterprise comprehensive development platform；to increase financial support；to formulate and perfect the relevant taxation service and management system；to prevent and control of overseas investment risk；to guarantee the safety of overseas employees；to establish the matching personnel training system with “The Belt and Road”.