The invention discloses a rural power grid investment benefit comprehensive evaluation method based on improved set pair analysis, and the method comprises the steps: firstly, building an investment efficiency index system and an operation effect index system of a rural power grid; then, constructing an improved set pair to analyze a similar model, and solving coefficients of the model by using animproved whitening weight function; then, the objective weight of each index in the index system is solved by applying CRITIC; and finally, solving the connection degrees of all indexes of the assessment object by using the improved set pair model, and carrying out weighted synthesis to obtain the total connection degree of the assessment object as a final assessment result of the assessment object. According to the method, the problem that the rural power grid investment benefit level under the background of new energy grid connection and terminal energy substitution cannot be comprehensively and reasonably evaluated is solved, a rural power grid investment benefit hierarchical comprehensive evaluation index system is constructed, a set pair analysis model (SPA) is improved, and a whitening weight function solving method is provided for the SPA.