Energy cooperation is a significant part of the joint construction of the Belt and Road. Most of the neighbouring countries are the starting points or fulcrums of the infrastructure framework of “six economic corridors, six connectivity networks, and multiple countries and ports” interconnection. Neighbouring countries are not only the most convenient and reliable sources of China’s overseas natural gas resources, but also the channels for other long-distance natural gas resources to enter China. Natural gas is the cleanest and most growable fossil energy, and it will play a very important role in China’s energy transformation in the future. China and its neighbouring countries have made positive progress in the development, introduction and interconnection of natural gas resources, forming a relatively solid foundation for cooperation. This paper locates the functions of neighbouring countries from the two dimensions of resources and channels, and puts forward corresponding strategic measures based on different locations and functions. In order to build China’s natural gas security system and guarantee mechanism in an open environment, China should not only increase the construction of the domestic natural gas production, supply, storage and marketing system, but also optimise sources of natural gas import.