The invention discloses a method for constructing a comprehensive load shedding model of an electrical interconnection system considering the disuse of the wind power. The method can be widely applied to the calculation of the comprehensive load shedding variable of the electrical interconnection system, and is particularly suitable for the large-scale access condition of the wind power new energy to the electrical interconnection system. A heat load shedding variable and a wind power disused variable are added to an objective function of an optimization model. The minimum sum of a power load, a gas load, the heat load shedding variable and the wind disused variable is adopted as the objective function of the optimization model. A consumption electric power and an injected flow variable in a P2G device model are added to the informal constraints of the optimization model. The upper and lower limit constraints of the heat load shedding variable and the wind disused variable, and the capacity constraint of the consumption electric power of the P2G device are considered for the non-informal constraints of the optimization model.