Forestry ecological construction projects have important economic, ecological, and social compound benefits. Dengkou County in Inner Mongolia is located at the northeast of the Ulan Buh Desert and is a typical ecologically fragile zone; it is also a key area for forestry ecological construction projects and has representative significance for evaluating the comprehensive benefits of the ecological construction area. Considering the principles of comprehensiveness, simplification, scientifically valid, representativeness, objectivity, feasibility, and comparability of the data, the evaluation indicator system was divided into economic, ecological, and social benefits. In this paper, we describe the development of a comprehensive indicator system for benefit evaluation based on these principles, published works, and the current situation. Firstly, 36 indicators were preliminarily selected from relevant literature. Secondly, 20 of these indicators were carefully chosen using experts' opinions. Thirdly, 11 indicators were finally confirmed according to the local characteristics and data accessibility. The final evaluation indicator system was composed of 11 indicators, comprising Gross Domestic Product (GDP), per capita added value of forestry, total output value of forestry, planting area, water conservation value, stocking value, annual increase in sulfur dioxide absorption value, annual increase in dust abatement value, net income of rural households, Engel's coefficient for farmers, and the social benefit of forest. Moreover, the comprehensive benefits of the forestry ecological construction engineering conducted between 1991 and 2015 were evaluated using Matlab 2015a software and time-series analysis method. The results show that the economic, ecological, and social benefits have different proportions in the comprehensive indicator system. The five indicators accounting for a large proportion in the evaluation system were the GDP, afforestation area, the annual increase value of sulfur dioxide absorption, the annual increase value of dust cutting, and the per capita net income of farmers. In addition, the current comprehensive benefits of forestry ecological construction project are better than those in the period of 1990-1999, but the degree of benefit varies greatly. The comprehensive benefits of forestry ecological construction engineering of Dengkou County were highest from 2000 to 2012 and were optimal following the implementation of several forestry ecological construction engineering projects. After 2013, the comprehensive benefits of the forestry ecological construction engineering have stabilized and increased slightly. The trend of the development of the comprehensive benefits in this area followed that of the planting area during this period, indicating that forestry considerably influences ecological construction and environmental protection. The results showed that policy adjustments had considerable influence on local economic, environmental, and social development. The trends in the change in the comprehensive benefits indicated that niche targeting and suitable ecological construction were helpful for steady improvement of the local comprehensive benefits. Forestry ecological construction facilitates the improvement of regional environment quality and preventing desertified land from expanding. Furthermore, it is also effective for promoting local economic development. The present study illustrates the changes in the comprehensive benefits of forestry ecological construction in Dengkou County over more than 20 years. The results can provide a scientific basis for local and regional ecological construction and environmental improvement.