The invention discloses an electricity-to-gas conversion-gas storage-gas turbine capacity optimal configuration method and system with wind curtailment participating in power grid frequency modulation. According to the invention, an operation scene of producing natural gas by utilizing abandoned wind through PtG is innovatively proposed, the natural gas is stored through a gas storage tank, poweris generated through a gas turbine unit (NGGU) to participate in frequency modulation, and a coordinated operation strategy of each device is proposed; then, according to the operation strategy, a cost-income model of the PtG, the gas storage tank and the NGGU participating in the frequency modulation process is constructed in the operation strategy, and capacity optimal configuration of each device is realized by taking maximization of net income as a target; finally, the actual wind curtailment of a certain wind power plant and an actual issuing instruction of certain automatic generation control (AGC) are taken as references; planning calculation is carried out through a particle swarm optimization algorithm, and the economy and feasibility of participating in the frequency modulation auxiliary service of the power market under the optimal configuration of PtG, gas storage and NGGU capacities by utilizing the wind curtailment and PtG technologies of the wind power plant are analyzedthrough results.