In order to realize the reliable, safe and efficient power grids, Wireless Sensor Networks (WSNs) are widely deployed in smart grids to monitor power grids and deal with emergencies of power grids in time. In the existing smart grids, sensing data of the WSNs are needed to be uploaded to a trusted central node for storage and sharing. However, this central way suffers from many security problems including single point failure and data tampering. To address these security problems, an emerging technology named consortium blockchain was exploited to form a Data Storage Consortium Blockchain (DSCB), which consists of pre-selected data collection base stations in the smart grid. In DSCB, data sharing was accomplished by smart contracts. The constraints about data sharing were set by data owners, and computer language was used to replace the legal terms to regulate data visitors, thus achieving a decentralized, safe and reliable data storage database. Security analysis shows that DSCB can achieve safe and effective data storage and sharing.