To comprehensively and deeply analyze the overall benefits of provincial-level construction of new type of power load management system, a study on the comprehensive evaluation system for such systems was conducted. Firstly, an evaluation index system that considers technical, social, environmental, and economic benefits was established. Secondly, the subjective weights of the comprehensive benefits were determined through an improved analytic hierarchy process. Given that the index system encompasses both qualitative and quantitative indicators, the objective weights were determined based on the concept of intuitionistic fuzzy numbers, and the comprehensive weights were determined through cooperative game theory. Finally, the concept of perpendicular distance was introduced to enhance the traditional technique for order preference by similarity to ideal solution (TOPSIS) method, thereby improving the accuracy of the evaluation results. By applying the proposed evaluation system to evaluate the construction of new power load management systems in different provinces, the results show that the studied system exhibits strong systematicity, scientificity, accuracy, and feasibility in the comprehensive and multidimensional benefit evaluation of the construction of new power load management systems.