The invention provides a method and a system for determining an optimal state number of wind power modeling. The method comprises the steps of collecting and arranging historical wind power output data, setting different output state numbers, and dividing the states of wind power; establishing a state transition matrix among wind power output data points under the condition of the different outputstate numbers; generating a wind power output time sequence under the condition of the different state numbers according to the state transition matrix; calculating a self-correlation coefficient ofa historical wind power output time sequence lagged for a k moment and a self-correlation coefficient of the generated wind power output time sequence lagged for the k moment; calculating a mean square error between the self-correlation coefficient of the historical wind power output time sequence lagged for the k moment and the self-correlation coefficient of the generated wind power output timesequence lagged for the k moment; and selecting the state number when the mean square error between the self-correlation coefficients is a minimum value, as the optimal state number. According to thetechnical scheme, the optimal state number of the wind power modeling is selected, so that the precision of generating the wind power output time sequence by an MCMC method is improved to the maximumextent.