Constructing a renewable energy-based power system has become an important development path for the power industry’s low-carbon transformation. However, as the proportion of renewable energy generation (REG) increases, the power grid gradually changes to uncertainty. Technologies to address this issue have been introduced. However, the majority of existing reviews focus on specific uncertainty modeling approaches and applications, lacking the consideration of temporal and spatial interdependence. Therefore, this paper provides a comprehensive review of the uncertainty modeling of temporal and spatial interdependence. It includes the discrete and continuous stochastic process-based methods to address temporal interdependence, the correlation coefficient and copula functions in modeling spatial interdependence, and the Itô process and random fields theory to describe temporal and spatial interdependence. Finally, their applications in power system stability, control, and economic scheduling are summarized.