With the Silk Road Economic Belt proposed, China will deepen economic cooperation with the countries along the Silk Road in Central Asia. There will be more Chinese enterprises to invest in the Central Asian countries. However, due to various reasons, there are still many barriers of investment in the Central Asian countries. Taking Kazakhstan as an example, to analyze various barriers of investment system in the Central Asian countries, and to propose specific measures will promote China’s opening to the West deeply and building the Silk Road economic belt rapidly and healthily.