The “One Belt One Road” initiative has received positive response from countries along the route, and these countries have stepped up investment in their own infrastructure to meet the increasing demand of social economic development. However, if these countries only rely on the government financial input, they can not solve the need to invest huge amounts of money, and thus will become the “bottleneck” of the countries along routes that constraints the national economic and social development. This paper, using Kazakhstan as the object, studies China’s investment and financing of infrastructure construction in Kazakhstan from the perspective of China’s motives for investment in Kazakhstan and the mode of investment and financing, puts forward the corresponding policy recommendations, and hopes that in the future the research can help China’s investment and financing of infrastructure in Kazakhstan.