The invention relates to a grid security comprehensive index system constructing method. The method comprises the following steps: 1) selecting n grid security basic indexes; 2) constructing a grid security comprehensive index system comprising five grades of index layers; 3) carrying out calculation on weight of the n grid security basic indexes under a grid security comprehensive index by utilizing an analytic hierarchy process; and 4)carrying out aggregation on the grid security basic indexes by utilizing the basic index weights to obtain the grid security comprehensive index. The grid security comprehensive index system constructing method, starting from constructing a grid security index system, strives to enable current state, future state and risk state to be combined, and current and future development tendency and fault risk conditions of grid operation are evaluated in an all-round multi-angle manner, thereby effectively assisting scheduling operation personnel to finish grid operation control.