In order to explore whether new infrastructure can promote the construction of a leading province in trade, this paper uses panel data of 16 cities in Anhui province from 2012 to 2019 to analyze the impact of new infrastructure on the construction of a leading province in trade with the help of spatial econometric model and threshold model. The empirical results of the spatial econometric model show that new infrastructure can promote the construction of Anhui province as a leading province in trade by attracting foreign investment and promoting technology spillover. If the level of new infrastructure increases by 1%, the complexity of export technology and trade scale will increase by 0.030% and 0.230% on average respectively. The empirical results of the threshold model show that the impact of new infrastructure on the construction of strong trading province in Anhui province has a certain degree of diminishing marginal returns. The findings of this paper have reference significance for Anhui province to promote the construction of a leading province in trade.