The invention discloses a power load characteristic extraction method and system, and the method comprises the following steps of 1, obtaining a power load curve, and processing the power load curve through the empirical mode decomposition, and obtaining a new data sequence h1 (t); step 2, acquiring a maximum information coefficient of the load characteristic X and each empirical mode decomposition component Y of the load time sequence; and step 3, carrying out correlation analysis on the load characteristic X and a target imf component according to the maximum correlation coefficient, step 4,obtaining different imf component final load feature subsets according to the new data sequence, superposing the different final load feature subsets, and obtaining a load feature set TBEST. According to the method and the system, the original power load time sequence is decomposed by using the empirical mode decomposition, and then the power load characteristics are screened by using the maximumcorrelation coefficient of the load characteristics and the load components, so that compared with the prior art, the precision of the power load characteristic prediction is greatly improved, and the calculated amount is effectively reduced.