Abstract: The investment environment along “the Belt and Road” Initiative area is expected to be improved with the introduction and comprehensive and in-depth implementation of “the Belt and Road” Initiative. The Gulf Area, as the joint of the Silk Road Economic Belt and the 21st-Century Maritime Silk Road with rich oil and gas resources, has important significance in effectively propelling “the Belt and Road” strategy. It’s necessary for us to understand the comprehensive investment environment of the Gulf Area. The use of scientific evaluation index system and quantitative analysis has become most common ways to evaluate investment environment. Therefore, this paper selects thirty-seven elements from five general factors of natural, economic, political, social and infrastructural construction form 2010 to 2014 to establish the comprehensive evaluation index system , evaluates the investment environment of the Gulf Area comprehensively by entropy method, classifies the eight Gulf Area countries into preferred, secondary, and risky areas by cluster analysis based on the evaluation result, the results of cluster analysis shows that Iran is preferred area, Saudi Arabia and United Arab Emirates are secondary areas, risky areas includes Qatar, Kuwait, Iraq, Oman and Bahrain, and analyzes the investment environment of the three kinds of areas in detail. Based on the above, the paper put forward some suggestions: 1, understand the regional differences of investment environment in the Gulf Area ,clear investment prioritization and strengthen investment risk control. 2,strengthen investment cooperation in the energy industry and infrastructure industries in coordination with the Gulf Area to make progress. 3, smooth the channel for “the Belt and Road”, In addition, the investor and host countries are supposed to promote bilateral exchanges or multilateral communication because of social and cultural differences to seek common ground while reserving differences to make common progress. This is of practical significance in helping choosing investment areas in Gulf Area against the background of “the Belt and Road” Initiative.