With the advent of the Internet and the era of big data, the value of data is becoming more and more significant, playing a more and more important role in various fields, and also giving birth to a new research field - data privacy security. Power Grid Companies collect and store a large amount of power customer data, how to protect the privacy and security of customer data in the use process has become particularly urgent. By analyzing the characteristics and application scenarios of power customer data, this paper proposes a scheme of data privacy protection system for power customer, which includes business scenario classification, privacy classification, protection strategy and protection method library. It also builds an active privacy protection mechanism for power customer data, and realizes the active recommendation of data privacy protection strategies and technology methods for power customer. The practical case shows that the data privacy protection system for power customers established in this paper has good practicability.