The micro-grid optimization design is a kind of whole life cycle multi-objective optimization problem. It is not only to find the optimal scheme from a variety of allocation schemes, but also to study the whole life cycle adaptability of the optimization scheme. In this paper, the micro-grid capacity optimization allocation based on sensitivity analysis is proposed. According to the characteristics of natural resources in the area where the micro-grid is to be built, a variety of micro-grid candidate allocation schemes are established. The function between the optimization goal and some key factors is established by fitting method, and the sensitivity of key factors to optimization goal is calculated. By sensitivity analysis, the effect of the key factors change on the optimization result is estimated, and the best optimal allocation scheme of the whole life cycle adaptability of the micro-grid is designed. This method is validated by using the optimization design of a micro-grid demonstration project. This work is supported by National Natural Science Foundation of China (No. 51277110) and Key Project of Natural Science Foundation of Hubei Province (No. 2016CFA097).