The strategy of “going abroad” is a significant policy adopted by China to meet the demands for economic development amid the changes in economic globalization. It is conducive to the development through opening-up and the long-term social development of China. Being an important portal in China’s opening up to Central Asia，Xinjiang enjoys geo-economic，cultural，policy and environmental advantages. Making use of these advantages，Xinjiang has in recent years stepped up its interactions with the outside world and deepening its overall opening-up. Its businesses are stepping up their “going abroad” measures，with external trade taking up an increasing portion in gross product. Its trade with Central Asia takes up an especially large portion while its trade with Pakistan，Iran，Afghanistan，Russia，and Southern Caucasus picking up remarkably. In the meanwhile，businesses going abroad need to take not of the risks and find measures to offset them.