The report of the 20th National Congress of the Communist Party of China clearly proposes to accelerate the construction of a strong transportation country, to further implement the regional coordinated development strategy and to promote the formation of a new pattern for the development of the western region, providing the driving force and fundamental guidelines for the high-quality development of regional mega-transportation infrastructure interconnection (RMII) in the new period. RMII is a typical complex system, driven by both government and market, coordinated development can drive the interaction of regional comparative advantages, regional transportation interconnection division of labor and regional transportation linkage and superimposed collaborative effects, thus driving the system’s continuous dynamic evolution to high-level coordination. As a development requirement of the new era, the coordinated development of RMII in the western region faces three major challenges, such as weak regional comparative advantages, inefficient division of labor in regional transportation interconnection and low degree of regional transportation connection, at the same time of remarkable development. The study suggests that the following paths should be taken to realize the coordinated development of RMII in the western region. Firstly, improving the investment and financing system for regional mega-transportation infrastructure in the western region to enhance regional comparative advantages. It is necessary to improve the investment and financing mechanism, innovate the investment and financing model, and enhance the governance capacity of transportation investment and financing platforms. Secondly, deepening the coordination of stakeholders of RMII in the western region to optimize the division of labor in regional transport interconnection, it should establish an organization for the coordinated development of RMII in the western region, a collaborative system for RMII in the western region, and a benefit-sharing mechanism for stakeholders of RMII in the western region. Thirdly, accelerating the hardware construction of RMII in the western region to strengthen regional transport links, it should strengthen the coordinated hardware construction of mega transport infrastructure, build a channelized, hubbed and systematic mega transport infrastructure network, continuously promote the comprehensive transport development in old revolutionary base areas, ethnic areas, border areas and contiguous areas of dire poverty, and empower traditional transport infrastructure with new infrastructure.