Considering the problems of wind curtailment and low efficiency of energy storage system in virtual power plant（VPP）under the operation mode of“thermal fixed power”, An optimal VPP scheduling method considering fine energy storage and conditional value-atrisk is proposed. Firstly, a fine energy storage model is established according to the characteristics of energy storage device in low temperature environment. Secondly, the conditional value at risk theory is used to quantify the uncertainty of wind power on the source side. The combined heat and power demand response mechanism is introduced in the load side to reduce the peak-valley difference of heat and electricity load, so as to promote the consumption of wind power. Finally, the aim is to minimize the total cost of VPP optimal scheduling. The examples are solved on the Matlab platform. The simulation results show that the proposed model is more economical and reliable than the traditional model. It can effectively improve the level of wind power consumption.