Abstract: Integral is an important knowledge point of calculus knowledge. The integral has various forms. It is difficult to solve the integral whose integrand function is a non elementary function directly. In order to solve the integral of some complex functions, this paper studies the method of Monte Carlo to calculate the integral. Monte Carlo method generates random numbers through computer simulation, and uses probability distribution to simulate the data, so as to establish corresponding models to deal with relevant problems. In this paper, the calculation of definite integral and double integral is studied by Monte Carlo method. Some complex integrals can be solved by computer programming.