Since the initiative to jointly build the Silk Road Economic Belt was put forward, China has actively strengthened trade cooperation with countries along it. In recent years, the huge difference in bilateral trade statistics between China and Kyrgyzstan has aroused the high attention of the Eurasian Economic Union. This will have a negative impact on China's deepening trade cooperation with the Union countries. By analyzing the current situation and causes of the trade statistics difference between China and Kyrgyzstan, this paper empirically analyzes two main factors that causes the differences in trade statistics between China and Kyrgyzstan — "differences in trade statistics caliber" and "gray customs clearance", and concludes that "gray customs clearance" is the main reason for the trade statistics difference between China and Kyrgyzstan. On this basis, the paper puts forward policy suggestions such as establishing an effective law enforcement environment, strengthening customs data sharing between China and Kyrgyzstan, ensuring regular customs clearance and encouraging Chinese enterprises to invest in Kyrgyzstan, with a view to providing references for promoting in-depth trade cooperation between China and countries along the Silk Road Economic Belt.