The invention relates to a system and a method for saving energy and shaving the peak by coordinating a cogeneration set and a wind energy generator set. The system comprises the cogeneration set, the wind energy generator set, a conditioner heat pump, an electric energy meter, a radiator, a heat consumption gauge, and a scheduling control device, wherein the scheduling control device is used for acquiring fuel consumption, generated output and heating output of the cogeneration set, generated output of the wind energy generator set, electric power consumption of heating of the conditioner heat pump, a scheduling control signal of the heating load of the radiator in the electric load trough period according to detected electivity consumption data and heating and heat consumption data, and controlling the cogeneration set, the wind energy generator set, the conditioner heat pump, and the radiator to run according to the scheduling control signal. Through the system and the method, the distribution of the generated output of each of the cogeneration set and the wind energy generator set is optimized so as to reduce the total energy consumption, save energy and solve the problems of the forced shutdown and the waste of abandoning electricity of the wind energy generator set in the electric load trough period of the power grid.