The invention discloses an interconnected micro-grid distributed robust scheduling system, which is characterized by comprising interconnected micro-grids and agents, each microgrid comprises a renewable energy power generation system, an adjustable distributed power generation system, an energy storage system and a load. The difference value between the local load and the power generation amountof the renewable energy power generation system is uncertain; Wherein each micro-grid is configured with an agent, and the agents are configured to integrally control all information of the local micro-grid; and the physically connected microgrids are in communication with corresponding agents; The invention further discloses a hierarchical distributed algorithm for distributed robust scheduling of the interconnected micro-grid, a collaborative optimization layer optimizes the contact power, and a local optimization layer optimizes the local internal scheduling on the basis of the hierarchicaldistributed algorithm. According to the design, a centralized regulation and control center is not needed, and communication and server investment is greatly reduced through decentralized coordination and local autonomous optimization; According to the method, the uncertainty of the microgrid is considered, the robustness is good, and the microgrids do not interact with other subjects for operation privacy.