A method and apparatus for storing time series data are disclosed. A method may include: saving an index value of time series data to a time interval data table according to a time point of the time series data, wherein the time series data includes: a time point and an index value associated with the time point, and each data row in the time interval data table records index values associated with at least one time point within a time interval of a predetermined length; performing data compression processing on a storage area having no written data, to obtain compressed time interval data; and writing the compressed time interval data to a magnetic disk.