The invention discloses a harmonic impedance estimation method based on a sparse independent component analysis. Harmonic voltage and harmonic current data at a common coupling point are measured; with the harmonic voltage and harmonic current as known mixed measurement signals, centralization and whitening are carried out on the mixed measurement signals; and then on the basis of mutual information minimization as a criterion, a harmonic impedance matrix is estimated by using an impedance matrix Z as an unknown mixed matrix A according to a a sparse independent component analysis, and then aharmonic impedance is obtained finally. According to the method disclosed by the invention, the restriction of the traditional method is eliminated and the actual power system situation of sparsity ofa harmonic source in spatial distribution is considered comprehensively, so that the harmonic impedance estimation precision is improved.