With the continuous advancement of China’s electricity market construction, a complete comprehensive evaluation system and method for electricity market plays an important role in ensuring that the electricity market can operate safely, stably, efficiently and reliably. Fully considering the principles of index system construction and the rules of market design, this paper constructs a complete comprehensive evaluation index system of electricity market from four dimensions: fairness, safety, economy and environmental friendliness. Meanwhile, based on the multi-level fuzzy evaluation method, the Guangdong mid and long-term electricity market public data is employed as an example to verify the effectiveness of the index system. The results show that the constructed comprehensive evaluation index system is applicable.