The invention discloses a day-ahead market transaction method for wind power absorption participated by a heat storage electric boiler load. The method comprises: before the day-ahead market is opened, a dispatching center publishing related operation information, power generation enterprise report quantity and quotation, and a heat storage electric boiler enterprise reporting a power utilizationplan; the dispatching center executing a conventional day-ahead electric energy market clearing process to obtain a day-ahead unit combination scheme, a wind power planned output and a time-of-use electricity price condition; the transaction center counting and publishes the blocked wind power condition, the wind power enterprise adjusting the quotation, and the heat storage electric boiler enterprise adjusting the power utilization plan according to the electricity price change; the dispatching center executing a day-ahead peak regulation auxiliary service market clearing process in which theload of the heat storage electric boiler participates in absorbing the blocked wind power; and the transaction center publishing clearing and peak regulation compensation results and providing a day-ahead market settlement basis. On the premise of 'centralized bidding and unified clearing' in the day-ahead market, the time shifting characteristic of the load of the heat storage electric boiler isfully utilized, and the problem that the wind power is absorbed and blocked after being accessed to the power grid on a large scale is further solved.