The main target of Shanghai Cooperation Organization is to realize the safety cooperation. After confirming this point，the article analyzes the cooperation demands of participants in the field of economy and the progress of building the relative cooperation platforms. Then，it is pointed out that it is not only possible but also necessary to make full use of the platform of Shanghai Cooperation Organization while building the Belt & Road，especially for the Silk Road Economic Belt，which would achieve the synergetic development between them.