The development of regional investment is affected by the policy, legal, the level of economic development, tne status of market development, the perfection degree of intermediary service system and technological and cultural and so on. In this paper, based on the analysis of these factors and the actual of Anhui Province, we establish a evaluation system of regional investment environment to establish the investment environment model, and evaluate investment environment in 17 cities of Anhui Province in 2010 by using fuzzy comprehensive evaluation method.