Abstract: To improve the regulation ability of new energy stations, a robust optimization allocation model of energy storage system for new energy stations, which the robust theory was led into, was proposed. In allusion to the randomness of new energy power generation, an uncertain aggregation was established and the robustness of the system was quantized by the operational probability out of extreme cases (abbr. POE) to balance the economy and the conservative property of the system scientifically to remedy that the result of traditional robust optimization allocation result was too conservative. According to the feature of the proposed model, an improved whale algorithm was put forward to solve the proposed model. Based on the computing example, the effectiveness of the proposed model was verified and the economy and robustness of the energy storage configuration of the new energy station under the affection of uncertain power generation were quantitatively analyzed. To cope with the power grid production security due to grid-connection of high proportion of new energy and to support the development of clean power grid, the proposed method is available for reference.