The embodiment of the invention provides a brin index construction method and device of column type storage data, and a data retrieval method and device. The brin index construction method comprises the following steps: scanning data of columns in a column storage table according to a storage sequence, sequentially generating blocks according to a preset block size and performing sequence numbering, and counting the number of blocks formed by scanned data of which indexes are not established yet; if the number of the blocks does not reach the preset number, updating first maximum value information and block information in the scanned data of which the indexes are not established yet and in-table position information of the first piece of data and the last piece of data; and if the preset number is reached or all data in the column is completely scanned, constructing index data according to the first maximum value information, the block information and the in-table position information.According to the embodiment of the invention, the size of the block is set, and the index data is constructed according to the preset number of blocks, and the index data comprises the maximum valueinformation of the blocks, so that the construction of the index data contributing to the efficient retrieval of the column type storage data is realized, and the retrieval efficiency is improved.