A peak-shaving margin evaluation method associated with wind power integrated system is developed. It is based on the analysis of peak-shaving demand changes of wind power integrated system， and sequential Monte -Carlo method， using reliability theory. Considering unit forced outage rate and random fluctuation of wind power， the proposed method makes full use of sequential Monte -Carlo method features of easy to add rules. Peak-shaving capacity insufficient probability index and its calculation method are proposed. Peak-shaving margin evaluation of IEEE-RTS system demonstrates that the proposed method is feasible and effective.