Under the current international situation，the investment coverage to countries along the “Belt and Road” of China continues to expand，the amount increase，the structure of industry continues to optimize. At the same time，the safety of its investment is still affected by many factors，including economic，financial，political，social and safety of relations with China. Based on the basis and practical experience，our study constructs an investment safety evaluation model with five first-level indicators and 38 second-level indicators，and takes the “Investment Safety Index” as a comprehensive reference to measure the safety of Chinese enterprises’ investment in countries along the “Belt and Road”. Overall，the Investment Safety Index of countries along the “Belt and Road” is still uneven，with the highest in Singapore and the lowest in Yemen. It is suggested that the investment safety level should be adjusted to local conditions，top-level design should be improved，cooperation and dialogue mechanisms in various fields should be established，unstable factors should be actively managed，and the safety level of China’s investment in countries along the “Belt and Road” should be improved.