Guangdong-Hong Kong-Marao Greater Bay Area has superior location，industry competitiveness and institution advantages. The key points of future cooperation with the the Belt and Road Initiative are shipping industry，financial innovation，technological innovation，advanced manufacturing and marine industry. To participate in the Belt and Road Initiative，it is important to adhere to the principle of combining government guidance with market-oriented operations. The government bring up overall plans，establishes information-sharing platforms and guides the development of the Silk Road Fund. At the same time，government fully mobilizes the enthusiasm of entrepreneurs and enterprises to play the main role，enhances cultural exchanges and cooperation between peoples.