It has been an inevitable requirement of taking a comprehensive evaluation for the power quality in the development process of electricity market. In the paper, it carried out an interval determination for the indicator data of power quality by the interval number estimation and defined each indicator weight by the entropy theory. Also it established an integral decision-making model of the interval number approximation. Then they made the all evaluation method more objective. The empirical shows that it can carry on a comprehensive evaluation for the power quality in the different periods by the evaluation method based on the entropy weight and interval number approximation, and it has a great practicality and feasibility.