“The Belt and Road” is an ambitious project of China，indicating that China will rise peacefully by its achieved strength and play a more active role in international affairs. We can imagine how complicated and difficult to implement the project in the current world political environment. The operation of “the Belt and Road” will have the full of challenges. No matter by land or by sea，it will be a long journey from China to Europe through the project. On the way，the challenges will come from geopolitical differences，such as historical，cultural，ethnic，religious，political systems and values，as well as the conflicts of interest from international superpowers and regional powers in the area. They will bring obstacles on the implementation of the project. And the challenges will come from safety and security factors，such as regional securities，nation’s securities，and investment securities，which all require us to evaluate these safety and security issues carefully before any investment. And the challenges will come from economic and environmental factors，and our investment should be combined with local economic and social development，as well as environmental protection applied locally. And the challenges will also come from aspects of market including those economic and non-economic factors. Therefore，we have to have a new way of thinking to analyze and research challenges，to propose the corresponding countermeasures，and to achieve the dream of China’s power.