The invention discloses an inter-harmonics measuring method for the power grid. The inter-harmonics measuring method includes: 1) sampling three-phase current and three-phase voltage of the power grid by sampling frequency fs and sampling points N in real time, and transmitting sampled signals to a DSP (digital signal processor) processing module; and 2) detecting inter-harmonics by means of FFT (fast fourier transform algorithm) according to the current and voltage signals sampled in the step 1). The step 2) includes: 21) utilizing the sampled signals obtained in the step 1) as original signals; 22) calculating amplitude, phase and frequency of fundamental harmonics and harmonics; 23) calculating frequency domain signals of the fundamental harmonics and harmonics; 24) subtracting frequency signals of the fundamental harmonics and harmonics obtained in the step 23) from the original signals to obtain windowed frequency domain signals of the inter-harmonics; and 25) calculating amplitude, phase and frequency of the inter-harmonics obtained in the step 24). On the basis of results obtained by conventional integral subharmonics measuring method, a Hanning window is selected as window function, and inter-harmonics measuring instantaneity is improved by filtering components of fundamental harmonics and integral subharmonics by frequency domain.