High-speed railway (HSR) express freight train service sites selection is critical to the development of China's Third Party Logistics market. In this paper, we formulate an improved entropy-cloud model based approach to solve the HSR express sites selection problem for the first time. The basic data of the indicators, for example, existing railway network conditions, traffic environment, express freight market demand, and policy, will be used as the inputs. We apply improved entropy method to obtain each subindicator's weight. The cloud model will be used to select and classify each station under evaluation.