Industrial parks’ load demands are complex, and there are common problems like unreasonable energy structure and low energy utilization rate. Therefore, it’s urgent to study how to use wind, photovoltaic, gas turbine and energy storage to provide energy together for industrial parks, and how to optimize their capacity allocation. A method for optimal allocation of wind, photovoltaic, gas turbine and energy storage in industrial parks is proposed. Firstly, energy storage’s different operating modes in grid-connected situation are introduced, its charging/discharging strategies and capacity determination principles under different modes are analyzed as well. Then, taking the system’s minimum annual cost as an optimization objective, the mathematical model of the optimal allocation of wind, photovoltaic, gas turbine and energy storage is established, and it’s solved by particle swarm optimization. Finally, it is simulated and verified through case study. Simulation results show that compared with a CCHP system powered by gas turbine alone, the configuration scheme calculated by the proposed method is more economical. This work is supported by Fundamental Research Funds for the Central Universities (No. 2018JQ01), National Key Research and Development Program of China (No. 2018YFB0904003), and Key Program of POWERCHINA’s Ministry of Science and Technology (No. KJ-2017-100).