To enhance the quality of output power from regional interconnected power grid and strengthen the stability of overall system, a hybrid energy storage system (HESS) is applied to traditional multi-area interconnected power system to improve the performance of load frequency control. A novel topology structure of interconnected power system with the HESS is proposed. Considering the external disturbances of the system and the interconnected factors between each control area, the dynamic mathematical model of each area in the new topology is established in the form of state-space equation. Combining the state feedback robust control theory with linear matrix inequality (LMI) theory, the controller is designed to calculate how much power the HESS should provide to power grid in real time, according to the load change of system. Taking the four-area interconnected power system as study object, the simulation results obtained by MATLAB prove that the application of HESS can well improve the frequency stability of multi-area interconnected system and the H∞ robust controller proposed in this paper is effective.