The invention relates to a bidding strategy for electricity purchase. The strategy comprises that a day similar to an electricity-price-to-predict day is selected via a grey correlation analysis method; according to the electricity price of the similar day, the electricity price of the electricity-price-to-predict day is predicted via a multivariate linear regression method; according to historical electricity prices of the similar days, the predicted electricity price of the similar day is obtained via the multivariate linear regression method, and a relative error probability density distribution function of electricity price prediction is established according to the historical and predicted electricity price; and according to the relative error probability density distribution function and the electricity cost of the electricity-price-to-predict day, bidding for electricity purchase is carried out via particle swarm optimization. According to embodiments of the invention, bidding for electricity purchase is carried out by utilizing the electricity cost of the day similar to the electricity-price-to-predict day, and the accuracy is high; and the established relative error probability density distribution function is used, and the electricity price of the electricity-price-to-predict day is adjusted via particle swarm optimization, so that the electricity purchasing price of the electricity-price-to-predict day is obtained, and bidding for electricity purchase of users is more accurate and more scientific.