With the increasing scale of clean energy market transactions, the high cost of traditional thermal power is at a disadvantage in the electricity market dominated by clean energy. Moreover, the regulation level of hydro, wind, photovoltaic and other power and the stability of output have more and more influence on the safe operation of power grid. In the clean energy power market such as Yunnan, it is particularly important to use thermal power for backup, adjustment and other auxiliary services to guarantee power grid security. But how to compensate the benefits of thermal power enterprises, there are no effective and practical methods. Based on the transaction characteristics of Yunnan electric power market, this paper proposes a method of thermal power auxiliary service compensation in the clean energy electric power market. According to the monthly trading scale of the main market participants and the checking strategy of settlement, the total compensation amount of thermal power auxiliary services is determined. By quantifying the equivalent installed capacity of thermal power units, a compensation allocation method based on the residual equivalent capacity of thermal power units is established. Application results show that this method has obvious effect and can effectively alleviate the contradiction between the large-scale consumption of clean energy and the stable operation of power grid.