The invention relates to a power system transient state voltage stability evaluating method based on misclassification cost classified learning, which belongs to the power system stability analyzing and evaluating field. Based on dynamic measurement datum of a synchronous phasor measuring unit, a key subsequence closely related to the power system state is extracted from a time sequence constituted of a large amount of dynamic measurement datum; by setting different misclassification costs of stable power system and unstable state, a weight coefficient is introduced into a learning sample; a decision-making tree algorithm infused with the sample weight coefficient is used to perform classified learning so as to acquire a decision-making tree model; and the decision-making tree is used for online monitoring to implement evaluation to the power system transient state voltage stable situation.