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This paper employs data warehouse theory, theory of decision support system, and the ASP.Net technology to implement the power marketing DSS (decision-making support system) and put forward the realization of entire system architecture. In the data layer, various data from applications which are running for the power business are integrated to establish the data warehouse, and then we build the multi-dimensional data cube to provide online analytical processing. In application layer, the Web service technology as well as its registration model and query technology based on UDDI registry will be introduced to power consumption forecasting module. The forecasting models include quadric exponential smoothing prediction model, curve fitting, multiple linear regression model and the gray model, each model will be packaged into a Web service, so the models can be called through the network for distributed collaborative forecasting. Through these technologies, a complete and well-established power marketing DSS was created with following functions: on-line analysis, report service, distributed collaborative power forecasting models work in parallel, etc.