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As concerning the problems of intelligent construction existed in the decision support system (DSS) model, one construction plan and one system structure of intelligent construction of DSS model based on integration of neural network (NN) and expert system (ES) are presented. On the basis of separating the literal description and the data description, ES was applied to select the model type. On the basis of considering the characters of ES and NN in the knowledge acquisition and reasoning, the system structure model of DSS intelligent construction was given based on NN. Through the example of intelligent construction of auto regression and move average (ARMA) model, the experiment result can show that the method is proved feasible and effective for dealing with the model construction problem integrated with language and data description.