"Belt and Road" is major Chinese initiative; it is also regarded as an important area for China to play the influence of global governance. Some experts have suggested that the social security fund should participate in investing the "Belt and Road Initiative" for high returns. Anbound chief researcher Chan Kung believes this is unreasonable. Having the unique characteristics of "life-saving fund", social security fund investment should be very cautious. Facing the new overseas investment of "Belt and Road Initiative", and taking into account the high uncertainty of the overseas market, there is a potential risk; the entry of social security funds should be extremely cautious. The investment should beware of ignoring the risk prevention requirements and reducing risk assessment standards under the pressure of political correctness, ignore the, and avoid investing to meet the political needs.