The invention relates to a credit scoring method based on hyper-parameter optimization, and the method comprises the steps: S1, collecting scoring main body information data, carrying out the preprocessing and feature selection of the data, and making a training data set and a test data set; S2, establishing a credit scoring model, selecting an XGBoost algorithm for modeling, and optimizing hyper-parameters of the algorithm by combining a Gaussian process with Bayesian; S3, selecting an optimal hyper-parameter set to fix an XGBoost algorithm, and training a credit scoring model by using the training data set; and S4, predicting and evaluating the credit scoring model by adopting the test data set, and calculating a credit score through a formula score = A-B * ln (p/(1-p)). According to theinvention, the hyper-parameters are optimized; when the target function curve cannot be determined, through conjecture hypothesis, it is determined that the target function meets multivariable Gaussian distribution, and the hypothesis evaluation model is further corrected, so that the efficiency and reliability of hyper-parameter optimization are improved, the model generation efficiency is improved, the enterprise model replacement efficiency is improved, and the risk control capability is improved.