Shanghai is located at the juncture of the two great strategies：“the Belt and Road” and the “Yangtze River Economic Belt”. It possesses geographic advantages with a unique strategic position. Based on exploring the fundamental conditions for Shanghai to build “the Belt and Road” and the opportunities that it faces as well as the points of strength it has to grip，this paper combs the main measures and results that Shanghai city has adopted and achieved in the construction of “the Belt and Road”，then analyzes the problems and bottlenecks it has met with during the participation in boosting the construction of “the Belt and Road”，and finally puts forward a few suggestions on Shanghai’s participation in the construction of “the Belt and Road” in the future.