“Along the way” is the first open strategy after China’s economy entered a new normal. From a domestic perspective，“along the way” strategy is not only conducive to digestion of domestic excess capacity，promote the transformation and upgrading of industrial structure，at the same time，also to the eastern central and western border and coastal，the formation of positive interaction. From an international point of view，“along the way” strategy will drive the Asian infrastructure construction，open up the big channel of Europe and Asia economic and trade development，to bring new energy to the global economy. “Along the way” strategy mainly involved in four types of industries，transport infrastructure，energy resources，equipment manufacturing and cultural tourism，which focus on the basis of infrastructure and energy resources development of international capacity cooperation. In the “along the way” strategic investment，we should pay attention to avoid and prevent the risk of such as geopolitical，economic and financial，social and legal，customs and culture.