The construction of subway projects involves tight engineering cycles, multiple technical challenges, and complex coordination among various stakeholders. Due to the influence of uncertain factors during the construction process, the investment in subway project construction exhibits non-linear changes over time. Investment decision-making is the process through which the investment entity determines its investment activities. For typical investment entities, project investment decision-making primarily entails analyzing and evaluating proposed engineering projects based on investigation, analysis, and argumentation, ultimately deciding whether to invest. With the widespread application of information technology (IT) across various fields, decision support systems (DSS) have emerged to enhance the decision-making capabilities of enterprise management. This article designs an intelligent subway project investment DSS, leveraging data mining (DM) technology to integrate DSS with a data warehouse (DW).