Aiming at the capacity optimization of islanded microgrid, this paper establishes a capacity optimization model considering the load demand management based on multi-scale uncertainty coupling. The influences of multi-scale uncertainty coupling are considered as follow. At long-term scale, the stochastic energy network calculus theory is used to deal with the energy balance problem. At short-time scale, the uncertainty of source and load prediction error is considered at the power balance level, and load demand management is introduced, by controlling the interruptible load and transferable load, the load characteristics can be optimized. the operation cost is reduced and the system stability is increased. The two-layer optimization model is established and analyzed from the aspects of energy constraint and power balance, and the proposed model is solved by DE algorithm with the minimum investment cost. By planning the capacity optimization of wind turbines/photovoltaics/controllable sources and energy storage systems in a regional microgrid system, the rationality and effectiveness of the proposed models and methods are verified.