Abstract: Energy Internet is formed under the high coupling of various energy sources, involving entities such as information network and energy transaction network, which will generate a huge amount of information and data, and there is a risk of user privacy leakage, which needs to be encrypted. This paper studies the encrypted transmission method of sensitive data in energy Internet based on AES algorithm and RC4 algorithm. Under AES algorithm, the encryption structure is defined, the length space of data key is analyzed, and the energy Internet data structure is replaced with different lengths. Based on RC4 algorithm, the encryption form is randomly generated, the characteristics of the byte key are obtained by probability calculation, and the exchange mode is established for any byte of sensitive data. In the audit mode, the transmission location is located, and the data is expanded in the form of symmetric key to realize the encrypted transmission of sensitive data in the energy internet. Comprehensive results show that the energy Internet sensitive data with different capacity as test object, under the application of this method can generate short a secret key, do not take up the storage of data, complete the full transfer of sensitive data, and in smaller volume and medium capacity data level, can be done in a millisecond time transmission, practical application effect.