Superconducting magnetic energy storage (SMES) is composed of three main components, which are superconducting magnet, power conditioning system (PCS), and system controller to fulfil the task of power exchange between the power system and SMES. In addition to the basic design of single component, the interaction between different components of SMES should be considered during the design process. Firstly, the dynamic power compensation has effect on the losses of SMES magnet, which should be considered in the magnet design. Secondly, the dynamic response characteristic of PCS influences the power response capability of SMES. Thirdly, the high frequency pulse width modulation (PWM) pulse voltage generated by the PCS and applied directly to the SMES magnet could induce insulation issues of the magnet, which is the key factor of ensuring the security of the magnet. Considering the mutual effect of SMES components comprehensively, an integrated design method for SMES system is proposed in this paper. To evaluate the effectiveness of the proposed integrated design method, a 3.8 MJ/1.2 MW SMES system applied in a micro grid is designed comprehensively.