The invention provides a virtual power plant combined heat and power scheduling robust optimization model. A model aggregation unit comprises a distributed generating set, a wind turbine generator set, a photovoltaic set, a combined heat and power (CHP) set, a boiler, electric energy storage, heat energy storage, an electric load and a heat load. Participation of the CHP set in the SRM (Spinning Reserve Market) situation is considered. Aiming at the facing uncertain problem of a virtual power plant (VPP) and resulting risks, robust optimization (RO) is utilized to process uncertainty of the EM electricity price, the SRM electricity price, the wind power capacity, the photovoltaic capacity, the electric load and the heat load, and risk quantification indexes are established, and thus robustness and economical efficiency of a RO model are balanced. The model provided by the invention well solves the existing combined heat and power scheduling optimization model establishment problem of the VPP when participating EM and SRM at the same time, and improves flexibility of decision making, and thus the profit of the VPP is increased. Meanwhile, the introduction of the RO model effectively reduces system risks, and thus the effective reference is provided for a decision maker to select a proper robust factor.