In order to improve the economical performance of distributed energy supplysystem under uncertainty, the improved gray wolf algorithm is constructed foroptimal allocation of distributed energy supply system. The relating researchprogress is summarized firstly, and effect of improved gray wolf algorithmon optimal allocation of distributed energy supply system are studied. Theoptimal allocation model of distributed energy supply system is constructedconsidering fuel consumption, operation and maintenance cost, environmentpenalty cost, and power grid energy exchange function, and the uncertainfactor is processed based on scienario method. And then the improved graywolf algorithm is designed, and the initial strategy of population and the reg-ulated method of main parameters are improved. Finally, simulation analysisis carried out, simulation results show that the proposed model can obtainbest optimal allocation effect of system.