With the rapid growth of wind power installed capacity, battery energy storage system (BESS) on the wind power side has become an important method to alleviate the randomness and volatility of wind power. In order to study how BESS helps wind power manufacturers to participate in the real-time electricity market according to wind power fluctuation and load forecasting, a real-time charging and discharging strategy model of energy storage based on Bayesian game is proposed. The model uses the current wind power ultra-short-term forecast data and load ultra-short-term forecast data, and the impact of expected profits at several moments in the future to determine the current energy storage charge and discharge volume and provide guidance for the charge and discharge behavior of BESS. Finally, the validity of the model is verified by an example. The results show that wind power producer (WPP) equipped with energy storage can obtain a satisfactory income of participating in the real-time market.