This paper applies fuzzy theory into electric power forecasting. The author analyzed the main factors related to the electric power consumption with grey correlation method and concluded that the Gross Domestic Product and industrial value to electric power consumption in Shanxi Province have higher correlation coefficient than other factors. Based on GM(1

1)

the paper forecasts the electric power consumption from 2003 to 2020. By proof-test

the estimated result can reflect the real consumption of electric power with high forecast precision.