When high voltage direct current （HVDC） transmission system works in mono-polar operation mode, DC bias will occur in the transformers near the grounding polar. The installation of a blocking device in a single station may cause new DC bias in the other adjacent stations. Considering the high installation and operation cost of the blocking device and the difficulty of substation transformation renovation, it is unreasonable to install the blocking device in all substations around the DC grounding electrode. Therefore, the installation strategy of DC bias blocking devices based on particle swarm optimization （PSO） that considers the cost and the treatment effect is proposed. Firstly, an optimization model of a capacitor DC blocking device is established with the installation and maintenance cost and the weighting of the transformer neutral point current as the optimization objective function, and the DC currents at all transformer neutral points are not exceeded as the constraint condition. Finally, the particle swarm algorithm is used to obtain the optimal installation strategy. To verify the effectiveness of the proposed installation strategy, the actual parameter model of the Jinhua Power Grid is constructed, considering different parameters such as the comprehensive costs and importance. The results show the installation strategy of DC bias blocking devices based on the PSO algorithm can quickly and effectively obtain the optimal configuration scheme of the blocking devices of all the substations in the regional power grid.