Large cohort study has become an important open scientific research infrastructure and health decision-making support platform in the field of biomedicine and public health. With increasingly highlighted significance, large cohort construction has been laid out in many countries. In this paper, by focusing on the organizational mechanism, funding source, construction mode, standardization scheme, resource management and sharing strategy, etc. of the European Prospective Investigation into Cancer and Nutrition (EPIC-Europe), the key to its successful implementation and operation was deeply analyzed, in order to provide experience reference for the construction of a comprehensive, shared and open large cohort with multi-agent collaboration. Results show that continuous input and long-term scientific research mechanism guarantee is indispensable to the construction of multi-agent collaborative alliance distributed large-scale cohort, and its sustainable and high-quality construction also requires forward-looking top-level design, a coordinated and unified management mechanism, standard and comprehensive data and biological sample collection, and a sound policy guarantee system. The following suggestions are made: the government should take a leading role in the planning and scientific design to establish an integrated large-scale cohort organization and management system; special projects with long-term stable support should be set up to ensure the continuous and high-quality construction of large cohorts; a standard and unified construction and management scheme need to be established to ensure the standardization and systematization of large cohort resources; the scale, type and quality of data resources should be improved to establish, open and share high-quality large cohorts; reasonable systems for the protection of human genetic resources and the management of intellectual property rights should be further explored.