Wind power system plays an important role in smoothing wind power fluctuations. In consideration of limited advantage of single energy storing dielectric, the hybrid energy storage system has a good application prospect with its merits complementation. In this paper, firstly the types of power and energy storage are used to establish the hybrid energy storage power system. Considering their characteristics, the energy storage power system model is established, which can combine advantages of different energy storage devices. And then, according to the constraint of charging and discharging power rate of two mediums and capacity contrast constraint, energy storage capacity optimization model is set up aiming to minimize the sum value of running cost and construction cost. At last, the algorithms and solving steps are proposed. The analysis on actual operating data of wind power plant can verify the effective and reasonability of the proposed method.