Large Language Models (LLMs) have demonstrated impressive capabilities across a wide range of tasks. However, their proficiency and reliability in the specialized domain of Data Analysis, particularly with a focus on data-driven thinking, remain uncertain. To bridge this gap, we introduce BIBench, a comprehensive benchmark designed to evaluate the data analysis capabilities of LLMs within the context of Business Intelligence (BI). BIBench assesses LLMs across three dimensions: 1) BI foundational knowledge, evaluating the models' numerical reasoning and familiarity with financial concepts; 2) BI knowledge application, determining the models' ability to quickly comprehend textual information and generate analysis questions from multiple views; and 3) BI technical skills, examining the models' use of technical knowledge to address real-world data analysis challenges. BIBench comprises 11 sub-tasks, spanning three categories of task types: classification, extraction, and generation. Additionally, we've developed BIChat, a domain-specific dataset with over a million data points, to fine-tune LLMs. We will release BIBenchmark, BIChat, and the evaluation scripts at \url{https://github.com/cubenlp/BIBench}. This benchmark aims to provide a measure for in-depth analysis of LLM abilities and foster the advancement of LLMs in the field of data analysis.

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