As a key means of economic governance, fiscal and taxation policies play an irreplaceable role in promoting "One Belt and One Road" construction. Anhui, as an important hub of "area", should be actively integrated into the "area" all the way along the country's infrastructure construction, realize the transfer of excess capacity in the province and innovative open economic growth. This paper analyzes the current situation and shortcomings of related fiscal and taxation policies in Anhui under the background of "One Belt and One Road", and discusses the feasibility of the fiscal and taxation policies that help Anhui to participate in "One Belt and One Road" construction. And from an empirical perspective, using panel data of 16 cities in Anhui from 2006 to 2015 and random effects model analysis, the paper demonstrates that the fiscal and taxation policy of Anhui from has positive effect on "One Belt and One Road" strategy. It also puts forward some suggestions on how to play the role of fiscal and taxation policies in Anhui province to help better the construction of "One Belt and One Road".