Abstract: The phenomenon of big data price discrimination has led to the infringement of equal rights, the emergence of price collusion and the destruction of market order. In essence, it is the problem of pricing algorithm governance caused by the digital divide, the opacity of algorithm and the alienation of algorithm power. In order to alleviate the contradiction between the development of science and technology and social order, the paper suggests seeking solutions from the four aspects of legislation, law enforcement, administration of justice, and observance of the law by studying the regulation practice of the European Union, and the United States, and taking into account the realistic predicament and current legislative situation in China. To be more specific, it is imperative to improve legislation related to personal information protection, set up an algorithm review committee, build an algorithm of tort liability system, and enhance the legal awareness of the enterprises and users, thus realizing multi-dimensional governance of big data price discrimination algorithm.