Abstract: The construction of statistical indicators is a process of complicated logic thinking that can be divided into a series of steps such as “making clear of measurement purpose and theoretical definition of the indicators”, “selecting symbols of the indicators to be constructed and their operational definitions ”, “designing the contents and calculation method of the indicators”, “indicators testing ” and so on. Each of these steps involves some methodologies which form the methodological system of statistical indicators building . The paper discusses these process in an all round way.