The invention provides a multi-time scale electricity trade decision-making method and system in an electric power company. The method comprises the steps that historical data is acquired, and the longest time scale of a competitive price transaction participated by the electric power company is determined; according to the historical data, traditional load electricity consumption is predicated toobtain first electricity consumption predicated data, and non-traditional load/equipment electricity consumption is predicated to obtain second electricity consumption predicated data; according to the first electricity consumption predicated data and the second electricity consumption predicated data, a long time scale competitive price transaction of the longest time scale is participated, andit is judged whether or not participating in the non-long time scale competitive price transaction is needed to obtain an electricity consumption trade decision. Based on the scale load electricity consumption requirements at different time, the method and system consider electricity requirements of non-traditional power supplies and loads and provide accurate references for different time scale electricity purchasing transactions participated by the electric power company under the condition of a new shape power distribution network.