In response to the uncertainty of wind power and load fluctuations, as well as the insufficient system peak shaving capacity of cogeneration units during winter heating periods, a virtual power plant consisting of wind farms, power-to-gas (P2G) conversion plants, and waste incineration power plants within a certain area is formed. Firstly, to address the low energy utilization efficiency of waste incineration power plants, it is considered to adopt their cogeneration mode to participate in system peak shaving, improve energy utilization efficiency, and establish a mathematical model of waste incineration power plants under the cogeneration mode. Secondly, wind farms, P2G, and cogeneration units are introduced to establish a virtual power plant model with wind power, P2G, and waste incineration cogeneration. Finally, in response to the uncertainty of the source and load in the system, a fuzzy chance constraint is used to establish an optimized scheduling model for the virtual power plant with wind power-waste incineration cogeneration that considers the uncertainty of both the source and load sides. To verify the effectiveness of the model, two different scenarios are set up, and the model is solved by using CPLEX optimization software. The simulation results show that the proposed model can effectively promote wind power consumption, improve the energy utilization efficiency of waste incineration power plants, and reduce the total cost of virtual power plants.