In this study, seasons and system risk were considered and 3 scenarios were designed. Based on the incorporation of two stage stochastic programming, fuzzy-random programming, and stochastic robust method, the planning model for Urumqi's electric power planning by power demand targets was formulated with taking the minimum total system cost as objective function, and power supply, power grid trading, district limitation, atmospheric pollutants emission and CO 2 emission as constraints. Optimization schemes accorded with the characteristics of Urumqi's power system, such as clean power technologies choice, power generation, and trading scheme with power grid, were obtained, which provides decision support for clean power advancing and power system development of Urumqi.