The economy index used in investment project is usually influenced by many uncertain factors because the basic data of which comes from forecast and budget. This paper studies such common uncertain analysis method as balance analysis of profit and loss, sensitivity analysis. The problems in these methods are pointed out and a new method of uncertainty analysis based on the Analytic Hierarchy Process and Monte Carlo method is advanced, along with its compute method in economy analysis of investment project. To an investment project, the authors set the NPV as the goal, set investment amount, prosecution cost and product price as the simulant values, which have relatively great effect on NPV. By using the new method in uncertain analysis, the conclusion can be drawn that the project is greatly influenced by the uncertain factors of future and it has high risk. A case study demonstrates that the new method can synthetically analyze the financial variety caused by uncertain factors.