Provided is a method for quantitatively analyzing a power market index system. The method comprises a step 1 of gathering basic data associated with power market and power industry; a step 2 of mining big data; a step 3 of determining the framework structure and the index of the index system; a step 4 of verifying and screening the indexes; a step 5 of scoring each single index; and a step 6 of comprehensively evaluating the multiple indexes. The method, by verifying and screening the indexes and evaluating and analyzing single indexes and multiple indexes, constructs a power market evaluation index system and an evaluation method, quantitatively analyzes the power market with a scientific method, and provides scientific guidance for various market participants and market operation and supervision departments for market analysis.