In this paper, Markov chain is used to understand the uncertainty and dynamic evolution characteristics of major projects, and entropy theory is used to quantify the level of complexity of major projects, and a Markov chain-entropy measurement model of the complexity of major projects is established. The results show that the complexity of mega projects includes six dimensions of technology, environment, organization, goal, information and task, and has the characteristics of structure, uncertainty and dynamic. Markov chains can be used to describe processes and entropy can be used to quantify complexity. This research can reveal the relationship between the macro-state and micro-state of major projects, measure the complexity level of mega projects, analyze sustainable development trends, and conduct predictive decision-making and control.