The distributed score card model establishing method comprises the following steps: binning sample data of each label variable into N sample intervals, and calculating chi-square values of adjacent intervals; combining the adjacent intervals corresponding to the minimum chi-square value into a new interval, judging whether the number of the combined intervals reaches the target number or not, if so, executing S3, or otherwise, executing S4; S3, carrying out monotonicity testing on the chi-square values, calculated by the combined intervals, of the adjacent intervals, if the chi-square values are monotonous, executing the step S5, and if not, combining the adjacent intervals corresponding to the minimum chi-square value into a new interval, and executing the step S3; S4, recalculating the chi-square value of each combined adjacent interval and executing the step S2; and S5, judging whether the proportion of the sample data of the interval exceeds a set proportion value, if so, abandoning the label variable, otherwise, calculating an information credit investigation value of the interval, selecting the label variable of which the information credit investigation value reaches a preset requirement as a target label variable, and substituting the sample data of the target label variable into model training.