The invention provides a stochastic partial differential equation based wind speed fluctuation characteristic modeling method, comprising steps of: according to sample wind speed data, constructing a stochastic partial differential equation about wind speed variation, and obtaining a typical wind speed variation sequence by solving the stochastic partial differential equation; then, by fitting a probability distribution function of the sample wind speed, randomly generating a wind speed sequence, and using the solved typical wind speed variation sequence to reconstruct the random wind speed sequence according to the principle of least square method, thereby obtaining a final wind speed model; finally, verifying correctness of the modeling method through comparison with a measured wind speed sequence. The method provided by the invention can effectively depict the real wind speed fluctuation characteristics, and overcome the problem that the existing wind speed model can only consider the probability distribution of wind speed from one aspect; the wind speed model established by using the method provided by the invention can not only reflect the conditions of the probability distribution of wind speed, but also show the fluctuation characteristic of the wind speed within a required study period.