The main aim of this paper is to investigate sectoral aspect of FDI in OECD countries. In particular we create Sectoral Inward FDI performance index and Sectoral Outward FDI performance index which allow us to draw conclusions about comparative advantages of a particular country in a certain sector. In addition, sectoral concentration of FDI is calculated in order to measure whether foreign investment (in a certain sector) is concentrated in one or a limited number of countries, or, contrary, evenly distributed across countries. Moreover, for the same six sectors we present the results of FDI regulatory restrictiveness index to capture discrimination against foreign investment. We find all of the investigated indices vary significantly across sectors, and this should be taken into account by policy-makers.