This paper explains that the way of thinking "The Belt and Road" initiative is a mutual benefit and win-win model of economic thinking. The way of thinking need go beyond zero-sum thinking that You lose and I win. This zero-sum thinking exists not only between large powers, but also between neighboring countries and weak countries themselves. Therefore, setting a Mutual benefit and win-win thinking need analyze the source of their ideas and the right medicine, in order to go beyond zero-sum thinking. China's principle of mutual benefit and win-win thinking is the justice for the first and simultaneous benefit. It is to bravely advocate our own interests beyond the traditional justice and interest. But in the front of the interests, China is more emphasis on justice for the first. As long as we persist in the new thinking of mutual benefit and win-win, all countries can benefit together in the "The Belt and Road" initiative. And then it will not only promote the development of the region and the world economy, but also and promote world peace.