Abstract:"The Silk Road Economic Belt" and "the 21st-Century Maritime Silk Road" initiative aims to promote economic factors flow orderly and freely, allocate resources efficiently, and integrate market deeply push to develop a broader, higher, and deeper level regional cooperation and develop open, inclusive and balanced, widely beneficial regional economic cooperation framework. Researching on the comprehensive and objective assessment and geopolitical strategy choice of the investment climate countries along "the Belt and Road" can help improve security and stability of China's foreign economic and trade exchanges, also the political and economic influence. Based on Delphi Technique, the investment environment evaluation system of the countries along "the Belt and Road" is built and comprehensive analyzed from six aspects: social and economic development level, the traffic infrastructure construction level, informationization level, resource enrichness, political and security environment, and we get the investment environment of countries along "the Belt and Road". The results show that Russia, Mongolia, Pakistan, and Central Asia and Germany, Netherlands, Italy, and Hungary in Europe are referred as investment areas. Eastern Europe, India, Iran, and so on are key investment areas. Based on these, a series of investment strategy about countries along "the Belt and Road" are formulated. We hope our research can provide scientific reference for China investment decision-making of "the Belt and Road" overseas investment strategy.