A global new wave of constructing special economic zones is rising, meanwhile the Belt and Road Initiative provides strategic guide for international cooperation of special economic zones in China. Therefore, at logic level, to implement the Belt and Road Initiative, taking economic zones in Shanghai going abroad as a strategic starting point is feasible choice responding to the national macro-policy, and which will help zones restructuring and industrial upgrading, support enterprises going-abroad and improve urban global influence. At countermeasure level, Shanghai needs to exert comprehensive city advantages, regards economic zones’ going-abroad as a major issue of foreign cooperation, grasps the development tendency and policy guidance of economic zones, promotes both zones and enterprises jointly going out, builds overseas landmark zone projects by learning from Singapore experience, and develops the leading role of Shanghai Pilot Free Trade Zone in international cooperation. As strategic choice and practice exploration of a positive response to the national policy, Shanghai economic zones’ going-abroad provides reference and experience for other cities to incorporate with the Belt and Road Initiative.