Based on the Financial Shared Service Center, from the perspective of equity investment and executive background, this paper measures the social capital network established by the company and the companies in countries along the “Belt and Road” by using connection relationship, and comprehensively considers the transmission mechanism and policy effect. On this basis, this paper empirically explores the relationship among the financial sharing, the silk connection of Chinese listed companies and the performance of the “Belt and Road” cross-border M&A performance. The results show that after the establishment of financially shared service center in Chinese listed companies, the operational efficiency has been continuously improved, which in turn has promoted the company's performance in the “Belt and Road” cross-border M&A. The silk connection established by Chinese companies through equity capital ties and executive networks have significant positive impacts on the company's cross border M&A performance in countries along the “Belt and Road”. Idiosyncratic risk is the possible transmission path of silk connection affecting the performance of the “Belt and Road” cross-border M&A. The Belt and Road initiative has significant policy effects. Practice shows that with the “Belt and Road” initiative strongly supported by the Chinese government, it is still necessary for Chinese companies to improve their internal financial organization and build social capital for the “Belt and Road”, so as to lay the foundation for the successful implementation of cross-border M&A strategy in countries along the belt and road.