In order to use FFT interpolation algorithms based on various cosine window functions in harmonic analysis of power system, this paper proposes a fitting combined cosine window based on Kaiser window by using least squares. The fitting window function substantially maintains the original performance of Kaiser Window. Then, take the Kaiser window with β = 11 as an example. The frequency spectrum properties are analyzed by two-spectrum-line interpolation FFT. Finally, compare harmonic analysis based on Kaiser Window Interpolation FFT. The harmonic amplitude contrast results indicate that the harmonic analysis based on two-spectrum-line interpolation FFT with the fitting window is more accurate than the Kaiser Window interpolation FFT.