The storage capacity of the wind farm is directly related to the economy of the system and the grid dispatching. Considering the fluctuation of wind power, the wind power / hydrogen model is built by integrating the hydrogen storage energy and the super-capacitor energy storage in the wind power grid, and the capacity allocation method of the system is studied. The paper takes total cost of the system, loss of power supply probability and absolute value of fluctuation of wind power as the objective function, and build capacity optimization model. The model can fully guarantee the economy of energy storage system and ensure the smooth output of the wind / hydrogen system in the specified dispatching program, and achieve a effective coordination between the system economy and the grid dispatching. The results show that the proposed method is effective by using the fast non - dominated sorting genetic algorithm (NSGA - II).