A hybrid energy storage system(HESS)consisting of fuel cell/electrolytic cell/hydrogen storage/super capacitor is developed to mitigate wind power fluctuation and realize smooth integration of wind power. According to the fluctuation characteristics of scenarios and considering the grid regulations on wind power volatility, a novel self-adaptive VMD decomposition is proposed, which can receive wind power grid-connected values and the total power of HESS. Then not only considering to the output of fuel cell and electrolytic cell, but all so the energy storage state, a kind of control strategy of energy management is proposed to realize HESS power distribution. Simulation results show that the proposed self-adaptive VMD decomposition can achieve optimal decomposition, the proposed energy management is able to achieve the rational power distribution of HESS, mitigate wind power fluctuation, ensure the SOC of supercapacitor and hydrogen storage working within reasonable range.