The invention discloses a power grid loss rate forecasting error calculating method based on N times of exponential smoothing. The method comprises: determining the boundary scope and the forecasting statistic stage for power grid loss rate forecasting; establishing a power grid loss rate forecasting time coordinate; putting forward a power grid loss rate forecasting method based on N times of exponential smoothing; analyzing the forecasting error for the historical power grid loss rate data; and putting forward a statistic stage power grid loss rate forecasting error calculating method which is derived according to the historical power grid loss rate forecasting error. The power grid loss rate forecasting error calculating method based on N times of exponential smoothing provides guidance for forecasting the power grid loss rate of a power grid in actual operation.