Renewable energy (RE) is expected to be the major part of the future energy. Presently, the intermittence and fluctuation of RE lead to the limitation of its penetration. Reversible solid oxide fuel cell (RSOFC) as the energy storage device can effectively store the renewable energy and build a bidirectional connection with natural gas (NG). In this paper, the energy storage strategy was designed to improve the RE penetration and dynamic operation stability in a distributed system coupling wind generators, internal combustion engine, RSOFC and lithium-ion batteries. By compromising the relative deviation of power supply and demand, RE penetration, system efficiency and capacity requirement, the strategy that no more than 36% of the maximum wind power output is directly supplied to users and the other is stored by the combination of battery and reversible solid oxide fuel cell is optimal for the distributed system. In the case, the RE penetration reached 56.9% and the system efficiency reached 55.2%. The maximum relative deviation of power supply and demand is also lower than 4%, which is significantly superior to that in the wind curtailment case.