Discretization based on rough sets is used to divide the space formed by continuous attribute values with as few breakpoint sets as possible, while maintaining the original indistinguishable relationship of the decision system, so as to accurately classify and identify related information. In this study, a discretization algorithm for incomplete economic information in rough set based on big data is proposed. First, the algorithm for filling-in incomplete economic information based on deep learning is used to supplement the incomplete economic information. Then, based on breakpoint discrimination, the algorithm for discretization in the rough set is used to implement the discretization based on rough set for supplementary economic information. The performance of this algorithm was tested using multiple sets of data and compared with other algorithms. Experimental results show that this algorithm is effective for discretization based on a rough set of incomplete economic information. When the number of incomplete economic information rough candidate breakpoints increases, it still has a higher computational efficiency and can effectively improve the integrity of incomplete economic information, and finally the application performance is superior.