The invention relates to a wind power active power control method considering power prediction confidence interval. The wind power active power control method comprises the steps of determining relative error e of a wind power plant according to wind-power power prediction data; establishing a wind-power power prediction error confidence evaluation model and determining model parameters; establishing a regression model of the parameters according to the model parameters and determining a wind-power power expectation value; determining actual demand of wind power active control after the power prediction error is considered; and establishing a wind power active control model considering the power prediction confidence interval according to the actual demand, and performing power allocation and control by the model. According to the technical scheme, the wind-power power prediction deviation can be comprehensively considered and reasonably evaluated, so as to distinguish prediction deviation tendency of different wind power plants and reasonably allocate active power, so that control target can be realized more accurately and the operational and management level of the wind power plant can be improved.