Abstract: Aimed at the investment barriers of Sovereign Wealth Funds(SWFs), this paper firstly proposes the philosophy of Profit-Release Investment, which means that SWFs need to release part profit or bring positive economic externality to host country while paying attention to income in the investment, in order to realize win-win cooperation. Then, the paper establishes dynamic signaling game model, in which, SWFs send the signal of Profit-Release Investment. SWFs will bind their own behavior by the signal, and host country will distinguish and supervise SWFs by it. The result shows that it is conducive to developing the cooperation of both sides when improving the level of Profit-Release Investment. SWFs will acquire investment initiative and gain long-term benefit, and host country will gain the benefit from Profit-Release Investment.