In the context of the wide application of clean energy, the power grid is facing considerable volatility and uncertainty, and the construction of shared energy storage (SES) can effectively balance the renewable energy volatility and maintain the stable operation of the power grid. In this paper, we take the SES power station as the research subject, and from the problem of day-ahead optimized allocation, we propose an innovative method with the comprehensive consideration of the demand response (DR) and wind and photovoltaic generation system power economic consumption, in order to promote the economic and efficient application of SES and realize the mutual coordination of wind and photovoltaic storage and the win-win benefit of multiple main bodies. First, we introduce the concept of SES and its structure. Subsequently, we introduce the SES power station into the user alliance system. In this system, the energy-sensing device is responsible for collecting users’ electricity consumption data, and then analyzing users’ electricity demand information. From these data, combined with the DR mechanism, we can optimize the power storage and release strategy of the SES. Next, to rationally allocate the capacity of SES, we minimize the expenditure of the power plant–user alliance as an objective function. The results of a case comparison analysis show that after the SES plant is configured, the consumption rate of wind and photovoltaic energy is significantly increased to more than 94.56%, which effectively reduces the waste of energy. After considering the wind and photovoltaic power economic consumption and DR, the capacity of the energy storage configuration is reduced by 25.33%, and the reduction of the total expenditures of the system is up to 25.57%, and the above data verifies that the proposed methodology is effective.