A novel method is proposed for designing an energy storage system (ESS) which is dedicated to the reduction of the uncertainty of short-term wind power forecasts up to 48 h. The investigation focuses on the statistical behavior of the forecast error and the state of charge (SOC) of the ESS. This approach gives an insight into the influence of the forecast conditions (horizon, quality) on the distribution of SOC. With this knowledge, an optimized sizing of the ESS can be done with a well-defined uncertainty limit. For this study, one-year time series of power output measurements and forecasts were available for two wind farms. As a reference, different forecast quality degrees are simulated based on a persistence approach. With the forecast data, empirical probability density functions (pdfs) are generated which are the basis of the proposed method. This approach can lead to a considerable reduction of the ESS and provides important information about the unserved energy. This unserved energy represents the remaining forecast uncertainty. As a consequence, the proposed probabilistic method permits the sizing of energy storage systems as a function of the desired remaining forecast uncertainty, reducing simultaneously power and energy capacity.Index Terms-Energy storage sizing, probability density function, short-term forecast error, state of charge, wind power.