In this paper, we introduce a novel benchmarking framework designed specifically for evaluations of data science agents. Our contributions are three-fold. First, we propose DSEval, an evaluation paradigm that enlarges the evaluation scope to the full lifecycle of LLM-based data science agents. We also cover aspects including but not limited to the quality of the derived analytical solutions or machine learning models, as well as potential side effects such as unintentional changes to the original data. Second, we incorporate a novel bootstrapped annotation process letting LLM themselves generate and annotate the benchmarks with ``human in the loop''. A novel language (i.e., DSEAL) has been proposed and the derived four benchmarks have significantly improved the benchmark scalability and coverage, with largely reduced human labor. Third, based on DSEval and the four benchmarks, we conduct a comprehensive evaluation of various data science agents from different aspects. Our findings reveal the common challenges and limitations of the current works, providing useful insights and shedding light on future research on LLM-based data science agents.