Due to the integration of international economy and the improvement of domestic systems of market economy, every region strives hard to attract the foreign investment and promote the regional economic development. Among these regions, Guizhou Province belongs to the less developed regions in the western China, whose foreign investment inflow falls behind the expectation of the development situation of western China, and the need of economic and social development of Guizhou Province. In fact, Guizhou Province is confronted with a series of problems, such as the low-end foreign investment project, the irrational industrial distribution, and the laggard step in attracting foreign investment relative to the adjacent provinces, as well as the imbalanced distribution of foreign direct investment. Thus Guizhou Province has to explore for the unique road of attracting foreign investment, which is suitable to its own characteristics, and based on new solutions and new methods. Specifically speaking, Guizhou Province needs to stress the importance of foreign investment in promoting the economic development, grasp the strategic opportunity of developing the western China, widen the channel of attracting foreign investment, make good use of resources in existence, optimize the structure of foreign-invested industry, build perfect software and hardware, make good investment environment, and pay attention to the nurture of talents.