To keep continual and steady development of national economy, the central government adopts different macroeconomic policies according to different economic situations. By investigating the decision process of macroeconomic adjusting and controlling, this paper proposes a framework of a macroeconomic decision support system based on data warehouse technique. The main features of this DSS are that, on the basis of data mining and text mining, the system can engage in data analysis, index forecasting and monitoring of economic indicators, and presents policy evaluation from the view of the whole economic cycle, hence the system will provide a better support for choosing the macroeconomic policies.