The invention provides a system effectiveness evaluation index system construction method and system based on association analysis, comprising the steps of primary selection of evaluation index, acquisition of evaluation index sample, extraction of association evaluation index and establishment of evaluation index system. The invention can mine the correlation relationship between the equipment-level performance/efficiency index and the system-level efficiency index. The dynamic discrete method based on clustering analysis is used to realize the discretization of the consequent parts of association analysis, and the result can reflect the relationship between the system-level efficiency index and the minimum support degree, which is more accurate than the static discrete method based on equal depth, equal width and so on. It solves the problem that it is difficult to establish a scientific hierarchical index system by traditional methods because of the deep hinge and serious index coupling among the equipment systems, and provides a new idea and method for the index system construction of other complex problems.