The invention provides an ultra-short-term system load prediction real-time online performance appraisal and analysis method. The method includes the following steps that ultra-short-term system load prediction online calculation results are saved; prediction data of ultra-short-term system load prediction in a performance appraisal time period or at a time point are obtained; real data of ultra-short-term system load prediction in a performance appraisal time period or at a time point are obtained; ultra-short-term system load prediction performance appraisal and analysis are conducted in an online rolling mode. Due to the fact that ultra-short-term prediction has the advantages of being high in calculation speed and high in calculation frequency, in the method, predication results of ultra-short-term system load prediction at each time are saved, system prediction conditions at each time are recorded so that the accuracy of ultra-short-term system load prediction in a previous time period or at a previous time point can be tracked and analyzed, and therefore operation conditions of ultra-short-term system load prediction can be monitored comprehensively in real time.