The observation of “The Belt and Road” provided the new opportunities for insurance funds in China. Under the economy characteristics of “The Belt and Road”，insurance funds can function through risk management，investing in innovation projects and strategic assets. By analyzing the functioning ways used in the past two years，we point out the available ways to be taken in the future，such as diversifying the investing ways，setting up innovation fund，and establishing cooperation platforms. Besides，there are many risks for us to deal with.