The invention discloses an energy-saving risk probability considered provincial power grid electricity purchasing decision making system. The system comprises a power plant tradable electricity quantity input unit, a random risk probability environment simulation unit, an electricity purchasing scheme generating unit and an electricity purchasing cost and energy-saving risk probability output unit. An electricity purchasing model is built inside the system, and a provincial power grid electricity purchasing scheme is obtained. According to the energy-saving risk probability considered provincial power grid electricity purchasing decision making system, the network loss factor of market transactions in an energy-saving electricity market is considered, and unit transaction electricity quantity energy-saving benefit evaluation indexes are built; with the reference of the probability risk concept, the market price, hydropower unit electricity quantity generation and randomness of system load electricity quantity requirements are considered, power grid company market electricity purchasing energy-saving risk probability indexes are built, an energy-saving risk probability considered provincial power grid electricity purchasing model is built in a randomly-planned theoretical framework for achieving optimization management of power grid company market electricity purchasing energy-saving risks, and a genetic algorithm with the dominant embedded target and the Monte-Carlo random simulation technology is adopted for solution.