Agricultural infrastructure is the most essential input to promote the strategy of storing grain in the land and storing grain in technology. Examining the impacts of agricultural infrastructure investment on grain outputs can help to increase the investment efficiency of agricultural infrastructure and to enhance the national grain security. Applying the FGLS measurement method, this study investigated the impacts of the investment on three types of main agricultural infrastructure (farmland water conservancy, agricultural power, and rural transportation) on the output of three major crops (rice, wheat, and corn). Empirical results show that: in general, investment on agricultural infrastructure has some significant positive impacts on the outputs of rice and wheat, with influence coefficients of 0.052 3 and 0.110 8, respectively. Investment on agricultural infrastructure is less effective for corn. For the specific types of agricultural infrastructure, irrigation facilities have a significant positive impact on the outputs of rice and corn, with influence coefficients of 0.673 4 and 0.288 0, respectively. Agricultural power facilities have some significant positive effects on wheat output, and the influence coefficient is 0.066 0. Therefore, this paper suggests that the government and other stakeholders should fully support the development of agricultural infrastructure mainly in main rice and wheat production areas. Promoting the development of agricultural infrastructure should be based on local conditions. Particularly, the development of water conservancy facilities and agricultural power facilities should gain better attention in rice and corn production areas, respectively.