To promote the“One Belt and One Road Initiative”, China’s foreign direct investment needs to maintain rapid growth and protect the security of interests, which needs to explore the relationship between host countries’risk and investment speed in theory. Based on this, we measure macro entering speed of China’s foreign direct investment in this paper. Through empirical research, we find that for the purpose of cluster risk aversion, foreign direct investment of China’s enterprises has a higher speed to enter host countries which has higher economic and political risk in general. While in the host countries which have China’s overseas foreign trade and economic cooperation zone, such risk does not affect the entry speed of enterprises foreign direct investment, which reflects the risk aversion function of oversea foreign trade and economic cooperation indirectly. Furthermore, we use the method of propensity score matching estimation and find that overseas foreign trade and economic cooperation zone can also promote entry speed of the foreign direct investment, which reflects the importance of overseas foreign trade and economic cooperation zone in“One Belt and One Road Initiative”.