As an innovative method of investment and financing, Jiangsu coastal industrial investment fund can provide financial support for coastal industrial development and infrastructure construction in the context of “the Belt and Road”. However, This paper analyzes the safe operation efficiency function of industrial investment fund from the perspective of industry. It can be concluded that the industrial investment fund can obtain the maximum benefit only when it takes rational allocation of resources under the premise of ensuring the investment safety. According to this conclusion, the model of safe operation efficiency of industrial investment fund should be built in order to strengthen the control of investment risk and the rational allocation of investment direction and improve the level of industrial technology. Finally, suggestions are proposed to provide guidance for enhancing safe operation efficiency of Jiangsu coastal industrial investment fund in the future.