With the deepening of electricity market reform in China, some problems in the construction and operation of the electricity market gradually emerge. A reasonable and efficient comprehensive evaluation system for the electricity market is an important tool for market participants to analyze and construct the market, as well as the scientific basis for government departments to formulate regulatory policies. Based on the principles of electricity market evaluation system and SCP paradigm theory, a three-level index system including market structure, market operation, market benefit and market sustainable development is constructed. Based on the order relationship analysis and fuzzy set theory, this paper studies and analyzes the electricity market comprehensive index evaluation method. Aiming at the deficiency of the principle of maximum membership in the traditional fuzzy set theory, the cluster membership method is proposed. Finally, the effectiveness and practicability of the constructed evaluation system is verified by an example.