This　paper　describes　AHP　and　Entropy　model,　and　discusses　some　related　theoretical　and　practical　issues.　It　has　developed　an　AHP-Entropy　model　to　build　index　system　of　systemically　important　banks.　It　presents　that　systemically　important　banks　how　to　select　from　commercial　banks　in　China.　It　classifies　systemically　important　banks　according　to　cross-border　activity,　scale,　relevance,　substitutability　and　complexity.　Analysis　reveals　that　the　score　of　Bank　of　China　and　ICBC　is　much　higher　than　that　of　other　banks.　The　two　banks　are　systemically　important　banks　in　China.　My　findings　also　reflect　that　the　accuracy　of　the　AHP-entropy　model　empower　to　build　indicator　system.　It　provides　scientific　effective　reference　for　managers　of　commercial　banks.