In order to solve the problem of high-dimensional and non-linearity of index data in the comprehensive assessment of regional water resources carrying capacity, the method of projection pursuit was adopted in this study for assessing water resources carrying capacity based on the principle of maximum information entropy, and this method was further applied to assess the spatial distribution of water resources loading capacity in 16 cities of Anhui Province in 2015, and finally the dynamic assessment of the water resources carrying capacity of Anhui Province from 2005 to 2015 was carried out, and the assessment results were combined with the gray GM (1,1) model to predict the regional water resources loading capacity in Anhui Province from 2018 to 2020. The results show that in terms of the overall spatial distribution of water resources carrying capacity in Anhui in 2015, the water resources carrying capacity in southern Anhui was better than that in central Anhui, which was further better than that in northern Anhui. The water resources carrying capacity of the province was basically at a critical point of overload from 2005 to 2015. But the inter-annual loading capacity was improved year by year. The forecast results show that the water resources carrying capacity of the province maintains a good development momentum from 2018 to 2020, and the overall development trend is toward the excellent capability of loading.