The invention discloses electricity purchasing and selling business decision making and risk evaluation method for a power selling company, and belongs to the technical field of electricity purchasingand selling electricity on markets. The method includes the steps of classifying and modeling the electricity purchasing and selling business of the electricity selling company under a long-term on-hand stock market mode to obtain a comprehensive electricity purchasing and selling business combination model, adopting a scene method to simulate random variables in the model, establishing a comprehensive decision making and risk assessment mixed integer optimization model by taking the expected income as the income index of the electricity selling company, and the condition risk profit as the evaluation indexes of the risk, analyzing the risk and the profit of the electricity selling company in different electricity purchasing and selling business combination modes. The method can be used to conveniently, fast and effectively analyzing the risk and the profit of an electricity selling company in different electricity purchasing and selling combined modes, and helps the electricity selling company conduct risk assessment and risk decision making. A power purchasing and selling decision making and risk assessment reference is provided for electricity selling companies of various electricity purchasing and selling business combination modes.