In order to improve the operation reliability and new energy consumption rate of the combined wind–solar storage system, an optimal allocation method for the capacity of the energy storage system (ESS) based on the improved sand cat swarm optimization algorithm is proposed. First, based on the structural analysis of the combined system, an optimization model of energy storage configuration is established with the objectives of the lowest total investment cost of the ESS, the lowest load loss rate and the lowest new energy abandonment rate, which not only takes into account the economy of energy storage construction for investors and builders, but also reduces the probability of blackout for users to protect their interests and improves the utilization rate of the natural resources of wind and light, which can achieve a multi-win–win situation. The model can realize the win–win situation in many aspects. Secondly, an improved k-means clustering algorithm is used to cluster the renewable energy power and load data to realize the typical day data extraction. Then, for the proposed multi-objective optimization model, an SCSO is proposed based on the triangular wandering strategy, Lévy flight strategy and lens imaging reverse learning improvement, which can help the algorithm to jump out of the local optimum while improving its global optimization ability, and these improvements can significantly improve the optimization effect of the SCSO. Finally, simulation analysis is carried out in combination with typical daily extraction data, and the results verify the advantages and effectiveness of the proposed model and algorithm.