The embodiment of the present invention provides a method and system for calculating the capacity of a wind farm energy storage device. The method comprises the steps of: obtaining a standard reference distribution function and all approximate reference distribution functions of the wind power output according to the historical data of wind power output of the wind farm; obtaining the KL distance between each approximate reference distribution function and the standard reference distribution function, and constituting an uncertain set composed of all the approximate reference distribution functions having KL distances not exceeding a preset KL distance; based on the uncertain set, establishing a distributed robust energy storage device planning model of the wind farm; acquiring the capacity of the energy storage device according to the distributed robust energy storage device planning model of the wind farm. The embodiment of the invention establishes the distributed robust energy storage device planning model. The distributed robust optimization does not require an accurate probability distribution function, so the result is more robust in the statistical sense and avoids a situation of putting a large quantity of resources to deal with an extreme scene with an extremely low probability, thereby achieving a low conservativeness.