Due to its multi-energy coordinated operation and absorption of clean energy for power generation, the micro-energy network has the broad application value in the context of ‘double carbon’ goal and new power system. However, with the increasing scale of wind power and photovoltaic power access, the uncertainty of wind power and photovoltaic power output would inevitably affect the stability of the operation of the micro-energy network. Therefore, the uncertainty and correlation of wind power and photovoltaic power generation output are fully considered in this paper, and a two-layer optimal allocation method of micro-energy network considering market planning is proposed. Firstly, based on Wasserstein distance index, the probability distribution is optimally discretized, and a joint distribution function is established using Frank-Copula function to generate a typical daily output curve. Then, considering the planned economy of electricity market and natural gas market, a two-layer optimal configuration model of micro-energy network is established to realize the close coupling between equipment configuration and system operation. Finally, based on the measured data of a micro-energy network in a certain area, a typical wind and solar output curve is generated for optimization calculation. The results show that the two-layer optimal configuration method can reduce the annual cost of the micro-energy network and increase the inclusiveness of the wind and solar limit information, thus improving the economy and stability of the system operation.