Guizhou Power Trading Center conducted a survey and analysis of the current status of the construction of the credit rating model of the power trading market in Guizhou Province. Taking the electricity sales enterprises and large electric power users as examples, the specific method and implementation process of constructing the credit rating model of the main body of the electricity market by using the combination of Delphi method and AHP are described in detail, and the construction results are analyzed and relevant suggestions are put forward.