Due to the uncertainty and fluctuation of distributed generation (DG) and load, the operation of active distribution network (ADN) is affected by multi-dimension factors which are described by massive operation scenarios. Efficient and accurate screening of severely restricted scenarios (SRSs) has become a new challenge in ADN planning. In this paper, a novel bi-level coordinated planning model which combines the short-time-scale operation problem with the long-time-scale planning problem is proposed. At the upper level, the demand response (DR) resource, an effective non-component planning resource characterized by low capacity price, high energy price, and short contract term, is co-optimized with the configuration of lines and energy storage systems (ESSs) to achieve the economic trade-off between the investment cost and the operation cost under SRSs. At the lower level, with the planning scheme obtained from the upper level, massive operation problems are optimized to minimize the daily operation cost; and the SRSs are provided to the upper level through a shadow-price-based scenario screening method, which simulates the planning information (i.e., the restricted degrees of operation scenarios) feed-back process from ADN operators to ADN planners. Case studies on a 62-node distribution system in Jianshan New District, Zhejiang Province, China, illustrate the effectiveness of the proposed bi-level coordinated planning model considering DR resources and SRSs.