The invention provides an electricity market parameter influence index sensitivity analysis method and device, and a storage medium, and belongs to the technical field of electricity markets. The problem that the clearing result is influenced by parameters in the prior art is solved. The method comprises the following steps: S1, building an electricity market simulation system, and building an evaluation index sensitivity model in the simulation system; S2, inputting economic data, electric quantity data and operation data into the evaluation index sensitivity model, collecting parameter information, and using the evaluation index sensitivity model to construct an evaluation curve graph; S3, setting a plurality of parameter change values for each parameter, inputting the plurality of parameter change values into an evaluation index sensitivity model, and drawing a sensitivity curve formed by an economic evaluation index, an electric quantity evaluation index and an operation evaluation index on the evaluation curve graph by the evaluation index sensitivity model according to the parameter change values; and S4, analyzing the sensitivity curve by the power market simulation system, and outputting an optimized result aiming at the sensitivity change of the evaluation index. The method and the device have the advantages of analyzing and optimizing results and the like.