Big data supervision is an innovative attempt of “Big Data + the Party building” and a crucial measure to improve Party conduct and clean government and fight against corruption. Facing the new situation，new tasks and new requirements of power supervision，local governments represented by Shenyang Municipal Government have insisted on problem-orientated and bold exploration and innovation，and pioneered in promoting the instrumentalization，customization，and standardization of big data supervision. They have launched the practice in the big data supervision and innovated the construction of supervision system and governance system，breaking new ground for proactive，precise，innovative and high-quality supervision，and providing useful reference and important enlightenment for the promoting comprehensive and strict Party governance in the era of big data. To build a big data supervision that is scientific，precise and regular，it is urgent to solve serious problems such as isolated data island，weak links in application，insufficient capabilities，and further establish big data thinking，improve the big data processing capabilities，innovate working mechanism to ensure the security and reliability of data.