The invention discloses a method for constructing a user and grid interaction system based on an open electricity selling market, which includes the following steps: constructing a user and grid interaction mode under an open electricity selling market; further analyzing the interaction objects, processes and ways under an information interaction mode, an event interaction mode and a transaction interaction mode; and constructing a power supply and demand interaction support structure from an interaction channel, a support platform, a measurement system, an interaction terminal and a user layer. Diversified information interaction can be realized. The marketization characteristics can be reflected in time. The interaction business can be guided. Source-load interconnection and load-load interconnection can be realized. Full play can be given to the support role of various resources on the grid. Gradual transition from 'scheduling of source with load' to 'change of load with source' canbe realized under guidance. The power supply and demand business can be promoted to develop towards a new trend of precise control, real-time response and friendly interaction. The method has a goodapplication prospect.