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The data of smart grid have high frequency of collection, large data size as the characteristics, so traditional technical methods can't meet the demand of the data processing of smart grid. The distributed parallel computing framework the core of which is MapReduce provides the basis for the construction of smart grid cloud data analysis platform. The paper proposes and has actually built a cloud data analysis processing platform used in the smart grid environment. The platform uses MapReduce technology to achieve the data loading of smart grid, multi-dimensional analysis and knowledge discovery based on data mining technology. At the same time, the paper uses the platform to construct an intelligent industrial park, which has solved some problems, such as the storage of massive data of the park, load forecasting and enterprise power consumption behaviour analysis and so on. Finally, the paper also analyzes the defect of cloud data analysis processing platform and the focus of the research direction in the future.