The invention relates to a provincial power-grid monthly electricity purchasing risk management method considering wind power uncertainty. The method comprises the following steps of establishing a monthly peak load and valley load state peak adjustment risk measurement index; establishing a monthly peak load and valley load state branch trend out-of-limit risk measurement index; establishing a monthly electric quantity balance up and down out-of-limit risk measurement index; and establishing a provincial power-grid monthly electricity purchasing risk management method model. The method has the advantages that the established monthly peak load and valley load state peak adjustment, the monthly peak load and valley load state branch trend out-of-limit risk and the monthly electric quantity balance up and down risk measurement index can realize effective measurement of a monthly electricity purchasing plan risk and physical connotation of an electric power market risk measurement index is enriched; the established provincial power-grid monthly electricity purchasing risk management method model can realize effective management between economic benefits and the risks so that a new idea is provided for future bringing large scale wind power into monthly electric power and energy balance.