The detection of abnormal electricity consumption behavior has been of great importance in recent years. However, existing research often focuses on algorithm improvement and ignores the process of obtaining features. The optimal feature set, which reflects customers' electricity consumption behavior, has a significant influence on the final detection results. Moreover, it is not straightforward to obtain datasets with label information. In this paper, a method based on feature engineering for unsupervised detection of abnormal electricity consumption behavior is proposed. First, the original feature set is constructed by brainstorming in the feature engineering step. Then, the optimal feature set, which reflects the customers' electricity consumption behavior, is obtained by features selected based on the variance and similarity between them. After that, in the abnormal detection step, a density-based clustering algorithm, in which the best clustering parameters are selected through iteration and evaluation, combined with unsupervised clustering evaluation indexes, is used to detect abnormal electricity consumption behaviors. Finally, using the load dataset of an industrial park, several typical feature strategies are applied for comparison with the feature engineering proposed in this paper. To perform the evaluation, the label information of abnormal behaviors is obtained by combining the original electricity consumption behavior detection results with abnormal data injections. The abnormal detection method proposed has given good results and outperformed typical feature strategies in an effective and generalizable way.