Concerning the problem of lacking completeness and accuracy in the individuals inference information and scientificity in the overall integration results, which exists in the process of inferring Conditional Probability Table (CPT) in Bayesian network according to expert knowledge, this paper presented a method based on the Dempster-Shafer/Analytic Hierarchy Process (DS/AHP) to derive optimal conditional probability from the expert inference information. Firstly, the inferred information extraction mechanism was proposed to make judgment objects more intuitive and judgment modes more perfect by introducing the knowledge matrix of the DS/AHP method. Then, the construction process of Bayesian network was proposed following an inference sequence of "anterior to later". Finally, the traditional method and the presented method were applied to infer the missing conditional probability table in the same Bayesian network. The numerical comparison analyses show that the calculation efficiency can be improved and the accumulative total deviation can be decreased by 41% through the proposed method. Meanwhile, the proposed method is illustrated to be scientific, applicable and feasible.