Within the context of WEF competitiveness measurement for 2009/10, Bosnia and Herzegovina was the worst evaluated country in the region of Southeast Europe. The infrastructure quality, as one of the basic requirements, has had the lowest rank and it is one of the main reasons for very low B&H competitiveness. It means that the one of the main ways for competitiveness increment is investing into infrastructure building. This paper analyses which financing way for infrastructure building is optimal in the conditions of political and economical situation in Bosnia and Herzegovina.