The Belt and Road is a brand-new exploration of economic model in China. It is devoted to building a comprehensive community of political, economic and cultural integration by countries along the Belt and Road. Under the new model, the training of required interdisciplinary and comprehensive talents will be an important foundation to promote its development. This paper analyzes the construction purpose, significance and concrete contents of the inter-regional, inter-school and inter-disciplinary research institutions in the context of the Belt and Road, and probes into the specific conditions of the existing teaching practice. On the basis of a thorough understanding of the existing practice, an exploratory scheme is provided for the development of interdisciplinary research institutions, with integration into the teaching practice. The experimental results show that the exploration scheme can effectively improve the comprehensive satisfaction of training inter-disciplinary talents. The research results of this paper have important guiding significance to the construction direction and teaching model of inter-regional and inter-disciplinary of the future research institutions in countries along the Belt and Road.