The paper puts forward new ideas for the establishment of distributed price monitoring system on based on the Multi-Agent theory, in order to make the price monitoring process intelligent, the fault diagnosis of real-time price intelligent and conflict resolution intelligent. Price monitoring intelligent system based on Multi-Agent, which realize the intelligent operation, control and supervision of prices, can improve the decision of the whole control system, and improve the quality of the price data. The intelligent system not only provides the technical support for the price monitoring in China, but also explores a feasible technique approach for the Multi-Agent theory.