Guangdong，Hong Kong and Macao Bay is the world-class bay area with 9 + 2 city clusters，and the regional industrial ecology is very developed. This paper innovatively analyzes the background and path of cross-border e-commerce development in Guangdong，Hong Kong and Macao Bay from the perspective of industrial ecological model. At the same time，the advantages and disadvantages of developing cross-border e-commerce in the Guangdong，Hong Kong and Macao Bay is found through comparative analysis with another ecological model of cross-border e-commerce--the ecological model of the platform around the Hangzhou bay，and suggestions are put forward for further improving the ecological model of cross-border e-commerce.