By adopting the permutation entropy (PE) analysis, a high complex optical chaos generation scheme based on a semiconductor laser (SL) with double optical feedbacks is proposed. The simulated results show that, when the delay times of two optical feedbacks are close to each other, and have a difference of about a half of the SL relaxation oscillation period, the characteristic value of PE reaches a maximum, and the most complex chaotic output can be obtained. With the increase of the strength of two optical feedbacks, the characteristic value of PE firstly experiences a rapid increasing process and then decreases gradually. Thus, the high characteristic values of PE and high complexity chaos output can be founded within a certain range of feedback strengths. Moreover, under different feedback strength settings, the characteristic value of PE for double optical feedback system is always higher than that for single optical feedback system.