In the supply chain trade era, the export experience of firms shows great heterogeneity and plays a different role in the firms’ OFDI decision. The heterogeneity of firms’ export experience is described by the firms’ export years, export density, participation and position in global value chain. The influence of heterogeneous export experience on firms’ OFDI decision-making is empirically tested by the cox proportional hazard model, and the relevant mechanism is identified. The results show that on the whole export density and GVC position increase the OFDI probability, while export years and GVC participation have no significant influence on the OFDI probability. The results of the grouping test show that the impact of different dimension of export experience on the OFDI probability is not the same for the firms from different factor-intensive industries, so for the firms from the provinces with the different institutional environment. The conclusions provide micro experience support for Chinese firms to go out and for the government to formulate the strategic measures of the Belt and Road Initiatives.