Brief：The Belt and Road Initiative is a major strategy in a new round of Chinese opening-up. All the 11 Free Trade Zones have assumed the mission of serving this strategy. For these Free Trade Zones, they should explore the new pathways and new experience in order to resolve the key problems encountered during the implementation of the Belt and Road Strategy, besides the fulfillment in 5 aspects: policy coordination, route connection, unimpeded trade, financial integration and people-to-people bonds. As for the cooperation of risk management of oversea investment, encouraging the market agent to＂go global＂is a focus point.