This paper studies how the international capabilities affect the international strategies of Chinese banks and the factors that influence the capability building in the International expansion. Using time series data of 8 Chinese banks, this paper empirically tests the conceptual model proposed by a nonparametric technology in the process of international capability measurement. The results show that the international capabilities of Chinese banks make a positive impact on the international strategies, while the organizational learning also positively influences the International capabilities of Chinese banks. Moreover, the international experience contributes a lot to the international strategies. Finally, the theoretical proposals are provided for international development of Chinese banks.