The mismatch between the rate of the new energy development and the system’s peak-shaving capacity has resulted in severe wind abandonment. Based on the grid connection of wind power and natural gas peak-shaving, a model of unit commitment considering wind power consumption and natural gas peak-shaving and taking into account a combination of system economics and wind power consumption capability is designed. Natural gas peak-shaving is added to improve the system’s peak-shaving capacity, and a wind abandonment penalty constraint is added to reduce the amount of wind abandoned by the system, and the model is solved by an improved genetic algorithm. Finally, to verify how wind power and natural gas peak-shaving impact unit commitment, the IEEE-30 node system is used. The results show that natural gas peak-shaving reduces system operating costs and improves the safety of the system. This model ensures the economics of system operation while positively promoting wind power consumption effectively and reasonably.