The invention discloses an operation index prediction method. The method comprises the steps of constructing a stack type autoencoder network by utilizing a layer-by-layer greed training method; forming a historical operation index data set by historical operation index data corresponding to predetermined operation indexes; and inputting the historical operation index data set to the stack type autoencoder network so as to obtain operation index prediction values corresponding to the predetermined operation indexes. According to the prediction method, the prediction values of the predetermined operation indexes at next moment can be accurately output through the stack type autoencoder network, so that a data basis is provided for enterprise operation decision-making; and the stack type autoencoder network can better capture information among different hierarchies, so that the addition of a large amount of rules is avoided, the dependency of researchers on experience is reduced, and the model training is more direct and objective. The invention discloses an operation index prediction system, which has the abovementioned beneficial effects.