[Purpose/significance] According to the literature related "information literacy" and research related Chinese investors at home and abroad, this paper proposed a basic structural dimension of Investors' Information Literacy Scale and compiled items of the scale to understand the present situation and characteristics of the investors' information literacy.[Method/process] By pre-testing and re-testing investors and deleting inconsistent items with item discrimination analysis and exploratory factor analysis, 20 items were included in the final scale, classified into two dimensions:information consciousness and information ability. The first dimension includes 3 factors:information attitude, information demand and information morality, and the second dimension included 3 factors:information acquire ability, information evaluate ability and information utilize ability. By item discrimination analysis and exploratory factor analysis,20 items were included in the final scale.[Result/conclusion] The results showed that the scale has acceptable reliability and validity and could be a quantitative tool for evaluating investors' information literacy.