Objective: The paper attempts to construct the medical security supervision index system, and to provide a reference for further evaluating the implementation effect of relevant policies of medical security intelligent supervision demonstration sites. Methods: The medical security supervision index system was preliminarily constructed based on special research. Five experts in medical security, medical care, medicine and related fields were invited to conduct subjective empowerment through analytic hierarchy process and order relation analysis (G1) method. The objective data of 30 medical security intelligent supervision demonstration sites were collected and weighted objectively by entropy weight method and mean square error method. The weight of subjective empowerment and the weight of objective empowerment were calculated to obtain the combined weight for each indicator of the medical security supervision index system, therefore to construct the medical security supervision index system. Based on the medical security supervision index system, index weights, and objective data reported by each medical security intelligent supervision demonstration sites, this study comprehensively evaluated the quality of medical security supervision for the Employees' Basic Medical Insurance and the Urban and Rural Residents' Basic Medical Insurance in each site. Results: Based on combination weighting method, the medical security supervision index system was constructed, including 5 primary indicators, 17 secondary indicators and 56 tertiary indicators, and the weight of each indicator. According to the medical security supervision index system established in this study, the weight of each indicator, and the objective data of each indicator reported by 30 medical security intelligent supervision demonstration sites, the quality of medical security supervision in 30 medical security intelligent supervision demonstration sites was evaluated. Conclusion: This study constructed a medical security supervision index system based on the combination weighting method for the first time in the field of medical security fund supervision, and obtained the specific weight of each indicator, which provided an effective tool for evaluating the implementation effect of relevant policies of medical security intelligent supervision demonstration sites, and had positive significance for the construction and improvement of constructing and improving the medical security fund supervision system.