The deepening of power market reform has introduced new problems to the field of power system planning. To cope with this change, a power system planning method considering the uncertainty value of planning and the game of entire market factors under a market background is proposed. First, an independent system operator (ISO) is introduced based on the analysis of the overall interests of participants in the power market, and the planning model of transmission companies is constructed from the perspective of market operation. Then, the location and capacity of the generator set, transmission line expansion, and distributed generation (DG) operation are taken as decision variables, and the game interaction mechanism between market participants is analyzed. A multi-agent game planning model based on RO theory is constructed. Simulation results based on the IEEE30 system verify the effectiveness and correctness of the proposed method. This work is supported by the National Natural Science Foundation of China (No. 51607104).