Compared with that in closed economy,the antitrust in opening economy is more complex and more special that it is more difficult to deal with.Based on the analysis of some changes about antitrust policy of foreign governments,this article points out that China has caused double losses of the interests of domestic and overseas market because of the absence of antimonopoly law,and then it designs the construction of Chinese antitrust system on the grounds of its particularity and thorny points.Concrete measures conclude: China should set up independent antitrust organization,adopt gentle type of antitrust mode,draw lessons from the exemption from application and the extraterritorial application of antitrust system of the developed countries to protect national interests,and pay attention to the coordination of antitrust system and other systems.