The present invention discloses a distributed photovoltaic electricity-stealing supervising method based on multi-time scale output estimation. The method comprises: first, establishing a photovoltaic output calculation model based on historical statistical data of a power station; by using historical power generation information of the power station and contemporaneous meteorological information, generating a fitting curve of meteorological information and photovoltaic output; loading real-time meteorological information so as to obtain real-time output of the power station; and then based on multi-time scale photovoltaic output estimation, giving out an electricity-stealing identification method with a three-layer screening structure: real-time electricity-stealing estimation, short-term electricity-stealing estimation and medium and long-term electricity-stealing estimation, and giving out a corresponding inspection scheme according to an electricity-stealing suspect determination result. According to the distributed photovoltaic electricity-stealing supervising method based on multi-time scale output estimation, a statistical method is adopted, so that independent modeling of each constituent element of the photovoltaic power station is avoided, a calculation error is small, and model precision is improved; and by designing the three-layer screening structure of electricity-stealing identification, the electricity-stealing identification rate of distributed photovoltaic power generation is greatly improved, evidence is provided for effective supervision of distributed photovoltaic power generation, and the inspection efficiency is improved.