Abstract The weather has a significant impact on power load and power system planning. Stochastic weather simulation is important in the field of power systems. However, due to factors such as long recording years, observation technology, and so on, the historical weather data often have the problem of missing or insufficient. Meteorological data are characterized by changeable, rapid change, and high dimensions. Therefore, it is a challenging task to accurately grasp the law of weather data. This article presents a random weather simulation model based on gate recurrent unit (GRU) and generative adversarial networks (GAN). GRU selectively learns or forgets what was in the previous moment during training; it can learn the previous and current data of the time series data. When combined with the GAN, it will produce data with the same distribution as the original weather data. The proposed method was evaluated on a real weather dataset, and the results show that the proposed method outperforms the other contrast algorithms.