A complex grid investment decision indexes system is established from the single component and multiple interactions of source?grid?load?storage. To take the interdependence and feedback relationships of the indexes on each side of the complex grid into account, the ANP?EWM combined weighting method is introduced into the investment decision, considering the preferences of decision makers and the information contained in the indicators. Firstly, the unilateral indices of source, grid, load and storage in complex grids and the interaction indices considering grid?source interaction, load?grid interaction, source?load interaction, source?storage interaction, load?storage interaction and grid?storage interaction are proposed to establish the investment decision index system. Then, the ANP?EWM combined weighting method is designed using game theory to assign weights to the indices. Finally, the overall utility value of the project is calculated using the distance vector merging algorithm. Taking the IEEE 39?node system as an example, the proposed method is compared with other weighting methods to verify its effectiveness.