The invention provides an uncertainty analysis method and device for short-term wind power prediction and relates to the technical field of wind farm power prediction. The method includes a step of taking normalized and preprocessed numerical weather forecast data and wind farm single wind turbine power data as an input and an output respectively and training a radial basis neural network model byinput data and output data in a training data set, a step of predicting short-term wind power in the test data set according to the trained radial basis neural network model and generating short-termwind power prediction output data, a step of determining a short-term wind power prediction error according to the short-term wind power prediction output data and test output data in the test data set and establishing a segmented cloud model of a prediction error of each short-term wind power segment, and a step of calculating upper and lower interval limit values of the short-term wind power prediction output data according to the segmented cloud model to be an uncertainty analysis result of short-term wind power prediction.