An environment-economic robust dispatching method for power system based on classified uncertain sets is disclosed. The method constructs uncertain sets of wind power, photovoltaic power and load based on classified probability opportunity constraints. Furthermore, the robust multi-objective optimal dispatching model of power system environment economy based on classified uncertain sets is proposed, which takes robustness as the objective of collaborative optimization and considers economy and environmental protection comprehensively, so as to realize multi-objective optimal decision. The invention fully takes into account the randomness distribution characteristics differences of wind power, photovoltaic power and load, and realizes accurate description of robustness of optimized dispatching scheme. For the first time, robustness is taken as the objective of collaborative optimization, which eliminates the subjectivity of preset robustness (or confidence), and leads to more reasonablerobustness and higher overall satisfaction.