With the development of global economic integration and the continuous promotion of the “Belt and Road” initiative, the agricultural trade supply chain has become an important part of the agricultural trade supply chain of countries along the “Belt and Road”. Through transnational connectivity, the level of economic and trade cooperation has been improved, providing favorable conditions for the development of a high-quality trade supply chain serving broad areas. Therefore, building a sound and stable supply chain of agricultural products has important practical and theoretical significance for improving the level of economic and trade cooperation of countries along the “Belt and Road” and promoting China’s high-quality economic development. The results show that the trend line of agricultural product trade supply chain performance between China and Central Asia shows a significant downward trend (non-Data Envelopment Analysis efficiency still accounts for a large proportion, and the comprehensive benefits are affected by economies of scale, which is mainly related to the economic conditions of Central Asian countries). The influencing factors of each dimension have significant positive effects on the performance of the agricultural trade supply chain between China and Central Asia to varying degrees and can maximize the performance of China’s Central Asian agricultural trade supply chain through the influencing factors of each dimension of Central Asian countries within the optimal promotion interval. This study recommends improving the information processing efficiency of both parties, predicting market demand, and shortening relevant payment and trade links to improve the efficiency of logistics and transportation between China and Central Asian countries. China’s assistance to the logistics and transportation infrastructure of Central Asian countries can effectively strengthen the connectivity between China and Central Asian countries to promote the overall performance level of the supply chain and achieve mutually beneficial results.