Yunnan, the southwest part of China, is one of the birthplaces of humanity. It has beautiful sceneries, mysterious religious and national color, therefore, Yunnan is the assembly point for scholars and merchants since ancient times. Because of adjacent to Vietnam, Burma and Laos, the traditional culture of Yunnan is exotic as well. Its tourism is more developed than ever, although some parts of it are still in poverty. We should lay the key point of construction in Yunnan if we want to balance the developments of regions. Based on Yunnan’s geographic features, and then strengthen the investment to Yunnan region, the development of Yunnan will be improved. It is wise to choose the Silk Road to promote the development of sport tourism in Yunnan. In the ancient, there was East European and Eurasian Silk Road that lay the China’s economic development of the tone. Today, with the rapid development of China’s economic, the southwest Silk Road could improve its development, which will achieve the multiple developments in economy, culture and society. This article will elaborate on the related strategies on how to improve the development of sport tourism by developing the Silk Road in Yunnan province, and to sum up the effective strategies of it.