It is challenging to accurately model the overall uncertainty of the power system when it is connected to large-scale intermittent generation sources such as wind and photovoltaic generation due to the inherent volatility, uncertainty, and indivisibility of renewable energy. Deep reinforcement learning (DRL) algorithms are introduced as a solution to avoid modeling the complex uncertainties and to adapt the fluctuation of uncertainty by interacting with the environment and using feedback to continuously improve their strategies. However, the large-scale nature and uncertainty of the system lead to the sparse reward problem and high-dimensional space issue in DRL. A hierarchical deep reinforcement learning (HDRL) scheme is designed to decompose the process of solving this problem into two stages, using the reinforcement learning (RL) agent in the global stage and the heuristic algorithm in the local stage to find optimal dispatching decisions for power systems under uncertainty. Simulation studies have shown that the proposed HDRL scheme is efficient in solving power system economic dispatch problems under both deterministic and uncertain scenarios thanks to its adaptation system uncertainty, and coping with the volatility of uncertain factors while significantly improving the speed of online decision-making.