This paper sets up a method of hybrid energy storage capacity configuration based on wavelet packet decomposition. Wind power is firstly decomposed into low frequency section and high frequency section by wavelet packet decomposition, and using low frequency section as the target of grid-connected power while high frequency section is divided into medium-high and highest on the base of the complementary property of battery and super-capacitor. Besides, the method of Gaussian approximation is adopted to fit the probability density function so that the capacity configuration of energy storage system can be calculated finally. The hybrid energy storage system simulation model is set up based on Matlab/Simulink. So the effectiveness of the capacity configuration can be verified by the fluctuation range and the state of charge (SOC) of energy storage system.