With the advancement and application of computing in electrical infrastructure, all traditional electrical grids are transforming into Smart Grid. Modern Smart Grid are more efficient than traditional electrical grids but also prone to cyber-attacks due to presence of computing devices and communication protocols. In this work, we are finding a better machine learning algorithm to predict false data injection attacks in smart Grid. We have taken the Smart Grid dataset from Kaggle. In our research, we used AdaBoost, Deep Learning (DL), and K Nearest Neighbor (KNN) machine learning classifier. We observed that KNN is better than Deep Learning, and AdaBoost in all parameters of accuracy, precision, recall, and f1-score.