Reinforcement learning (RL) is recently studied for realizing fast and adaptive power system dispatch under the increasing penetration of renewable energy. RL has the limitation of relying on samples for agent training, and the application in power systems often faces the difficulty of insufficient scenario samples. So, scenario generation is of great importance for the application of RL. However, most of the existing scenario generation methods cannot handle time-series correlation, especially the correlation over long time scales, when generating the scenario. To address this issue, this paper proposes an RL-based dispatch method which can generate power system operational scenarios with time-series correlation for the agent’s training. First, a time-generative adversarial network (GAN)-based scenario generation model is constructed, which generates system operational scenarios with long- and short-time scale time-series correlations. Next, the “N-1” security is ensured by simulating “N-1” branch contingencies in the agent’s training. Finally, the model is trained in parallel in an actual power system environment, and its effectiveness is verified by comparisons against benchmark methods.