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G20 Countries are identified as one of the most attractive long-term investment destinations. The presence of large domestic market, fairly well developed financial architecture and skilled human resources, it can attract much larger foreign investments than it has done in the past. Its present international investment regime facilitates easy entry of foreign capital in almost all areas subject to specific limits on foreign ownership. Entry options have not only become procedurally simpler, but prospects for higher yields from investment have also become brighter. But further boost to Foreign Direct Investment (FDI) will depend significantly on further liberalization of its foreign investment regime. This study attempts to focus on an insight into G20 countries: Study of interrelationship among FDI, GDP and Foreign Exchange Rate from 1982 to 2015 and forecast of GDP and Foreign Exchange Rate from 2016 to 2019.