As an important part of promoting economic development, the study of investment prosperity plays an important role in monitoring the development of national industries, especially in the power industry, which is the lifeblood of the national economy. In this paper, firstly, the prosperity index of power grid investment is selected from the macro and micro levels based on the analysis of the characteristics of power grid investment and the related environment; secondly, the prosperity index system of power grid investment is determined by using time-difference correlation analysis and K-L information method, which divided power grid investment indexes into three groups; finally, the method of combining analytic hierarchy process (AHP) with composite index is used to compile the prosperity index of power grid investment, which is of practical significance for power grid enterprises to analyze the fluctuation of investment and guide their investment decision.