The invention discloses a retailer power purchase and sale policy optimization method considering bilateral trade. According to the method, an optical retailer power purchase and sale decision is studied through a bi-level programming model; firstly, an optical programming model of retailers and an optical programming model of a user group are established respectively, and then the complete bi-level programming model involving two interested parties of the retailers and the user group is established. According to the method, a reference is provided for the retailers to formulate a bilateral contract purchase decision and a power sale price policy in a medium-term planning, the retailers can adjust the bilateral contract power purchase quantity and power sale price according to risk intensity capable of being borne by the retailers, the optical power purchase and sale policy considering a bilateral contract is formulated, power utilization reliability of users is guaranteed, the price formulated by the retailers is competitive, and market shares of the retailers are guaranteed.