With the development of Smart Grid, in the process of the operation, maintenance and management of Smart Grid, massive heterogeneous data can been generated. The massive data includes videos, images, sensor data and some enterprise file information, etc. Traditional relational database is unable to store so large-scale unstructured data. So far, it is one of the hot research topics that how to store the unstructured data efficiently, cheaply, safely and reliably, and how to retrieve and analyze quickly. This paper analyzes the generation and characteristics of big data of Smart Grid, and review the storage technology of distributed file system in industry. Finally, we propose a distributed file system storage strategy for unstructured data of Smart Grid.