Since President Xi Jinping put forward the “Belt and Road” Initiative in 2013，it has become an important indicator for China to expand the new pattern of all-round opening up. Anhui Province has unique advantages and prominent position in the construction of the “Belt and Road”. The author，in view of the practical problems existing in the construction of the “Belt and Road” in Anhui Province，such as weak connecting capacity of infrastructure，small overall scale of foreign economy and biased layout of trade development structure，and in combination with the important deployment of “inland open new highland”，“Yangtze River Delta integration” and “five great developments of beautiful Anhui”，proposes a series of the following constructive advice：improving the construction of transportation infrastructure and broadening the international channel of the “Belt and Road” Initiative；expanding the export market of enterprises and adjusting the industrial structure of foreign trade；optimizing the cooperative partnership in terms of the “Belt and Road”，and continuing to deepen the cooperation with Germany and Russia；creating a convenient policy environment and strengthening people-to-people exchanges and mutual learning.