The control system for hybrid distributed energy storage virtual synchronous generator (VSG) composed of a battery and a supercapacitor is improved. A principle for the power allocation of hybrid energy storage is proposed, and a frequency division sliding filter method is designed according to different frequency bands. In view of the power fluctuations of different frequencies, the virtual moment of inertia is piecewise improved to achieve the coordination between the battery and the supercapacitor. Aimed that the problem that the traditional VSG cannot suppress the frequency oscillations, the virtual damping coefficient is modified, and adaptive virtual damping is used to improve the regulation capability of the control system when the frequency oscillations occur. MATLAB is used to verify the proposed control strategy through simulations. Results show that the hybrid energy storage VSG can be controlled in terms of frequency, i.e., when the load fluctuates irregularly, the supercapacitor responds to the high-frequency power fluctuation in time while the battery suppresses the low-frequency power, thus realizing the coordination between the battery and the supercapacitor. When faced with a sudden decrease or increase of 10 kW load, adaptive virtual damping can be used to deal with the frequency oscillations of active output caused by load power fluctuations of hybrid energy storage, and the frequency overshoot is controlled within 0.06 Hz. As a result, the proposed control strategy can adjust the small deviation of frequency regardless of the sudden increase or decrease of power.