In the context of large-scale wind power access to the power system, it is urgent to explore new probabilistic supply–demand analysis methods. This paper proposes a wind power stochastic and extreme scenario generation method considering wind power–temperature correlations and carries out probabilistic supply–demand balance analysis based on it. Firstly, the influence of temperature on wind power output is analyzed via Pearson coefficient to obtain the correlation between wind power and temperature. Secondly, based on the historical wind power curve, a large number of wind power output scenarios are randomly generated while fully preserving its characteristics, and probabilistic supply–demand analysis is carried out. Thirdly, for the extreme case of continuous multi-day extreme heat without wind, extreme scenarios are selected from the generated scenarios for supply–demand balance analysis. Finally, a practical example in a province in central-eastern China is used to verify the effectiveness of the proposed method. The results indicate that the scenario generation method can effectively capture the historical wind power characteristics and can be better applied to the diversified supply and demand balance analysis to obtain more accurate analysis results.