The rise in the Asian economy and its important position & role in the world determine that the Belt and Road construction should focus on its investment potentialities and economic effects in Asian countries and regions. Concentrating on the investment environment analysis of the Belt and Road construction in Asian countries and regions, this paper provides decisions of investment & business environment and basis for accelerating enterprises to go out in the process of the Belt and Road construction. This paper adopts the entropy weighting method to make an empirical analysis of the investment environment of the Belt and Road in Asian countries and regions and rank investment environment indexes. It finds that besides the advancement of the investment and improvement of current infrastructure, the Belt and Road construction in Asia should pay more attention to factor flow and economic performance improvement in Asian regions, thereby strengthening expected returns of investors. It argues that in the process of promoting the Belt and Road construction, we should make full use of Asian economic development and comparative advantages, and exert the strategic guidance, bridge link and radiation role of core cities in Asian regions in the Belt and Road construction; we also should pay attention to the effects of the Belt and Road construction on promoting the balanced development of Asia and the Asian economic and trade cooperation zone construction, and ensure that the Belt and Road construction first settles down & flowers in Asian countries and regions and then have a global demonstration and driving effect.