It is important for energy enterprises to research on the investment potential of the energy markets in countries along the “Belt and Road,” which can help them optimize the regional investment structure, reduce investment risks, and conform to the development trend of “going global.” Therefore, we construct an investment potential assessment system of 29 indexes including five dimensions: politics, economy, society, energy, and cooperation and assess energy investment potential of 48 sample countries along the “Belt and Road” using principal component analysis to provide reference meanings for energy enterprises. The results show that the assessment results of investment potential are affected by a combination of multiple indexes. In addition, compared with Central Asia and South Asia, which have weak economic foundations and greater political and legal risks, the investment potential of Central and Eastern Europe and some emerging economies in Southeast Asia is higher.