Multi-time-scale scheduling model of electricity and heat for microgrid with volatile wind power generation is proposed, which coordinates the day-ahead schedule and real-time dispatch for microgrid in different time scales. In this model, the objective of day-ahead scheduling is to minimize the operational cost of microgrid, while the flexibility of microgrid operation is improved to adapt to the volatile wind power with the stochastic wind output represented by scenarios; and the real-time power exchange between microgrid and external grid approaches to the day-ahead scheduled curve as close as possible by the real-time dispatch, in which the fluctuation of wind power is accommodated by rapid response facilities. According to the multi-time-scale scheduling model, the impact of the volatile wind power on the external grid is mitigated while the economic operation of microgrid is achieved through the coordination of facilities. Simulation results show the effectiveness of this scheduling model.