Direct policy search is one of the most important algorithm of reinforcement learning. However, learning from scratch needs a large amount of experience data and can be easily prone to poor local optima. In addition to that, a partially trained policy tends to perform dangerous action to agent and environment. In order to overcome these challenges, this paper proposed a policy initialization algorithm called Policy Learning based on Completely Behavior Cloning (PLCBC). PLCBC first transforms the Model Predictive Control (MPC) controller into a piecewise affine (PWA) function using multi-parametric programming, and uses a neural network to express this function. By this way, PLCBC can completely clone the MPC controller without any performance loss, and is totally training-free. The experiments show that this initialization strategy can help agent learn at the high reward state region, and converge faster and better.