In the composite energy storage system, it is an important method to improve the frequency modulation performance of energy storage by coordinating the operation of different types of energy storage. In order to fully tap the potential of energy storage frequency modulation, a secondary frequency modulation strategy of composite energy storage of battery energy storage combined with pumped storage is proposed in this paper. In order to overcome the shortcoming of fixed cut-off frequency of traditional first order low-pass filter, a dynamic adjustment method of filter time constant according to the frequency change of power grid is proposed to realize the allocation of internal frequency modulation instruction of composite energy storage. In the frequency modulation stage, considering the state of charge（SOC）constraint of battery energy storage, a double fuzzy control strategy for coordinated control of battery energy storage and pumped storage was designed. In the non-frequency modulation stage, the SOC self-recovery curve of battery energy storage was constructed according to the Logistic function, and the SOC selfrecovery of battery energy storage was carried out by using the remaining capacity of pumped storage. The simulation analysis of the proposed strategy under two typical working conditions shows that the proposed strategy has advantages in improving the frequency modulation effect and the SOC state of battery energy storage.