Considering the characteristics of the grid computing environment, dynamic, heterogeneous and distributional, and the problem of the low utilization ratio of resources and benefit imbalance in the grid resource distribution, this paper proposes a grid resource auction model which is multi-winners and based on the microeconomics theory. The contributions of this paper are listed as follows: first the study predicts the status of consumer’s bidding price using the hidden Markov model; second, the paper presents the multi-winners auction model using Nash equilibrium of the incomplete information game, where it could enhance the utilizable rate of resources; thirdly, the condition of dominant strategy incentive compatibility is analyzed; finally, the paper proves the profits both of buyers and the seller all are maximal. Moreover, the utilizable ratio of the resource is proved to be increased through the contradistinctive experiment with other algorithms.