This article studies the robust dividend and reinsurance strategies for an ambiguity aversion insurer under model uncertainty with Parisian Ruin. The insurer controls its liquid reserves by purchasing proportional reinsurance and paying dividends. We consider model uncertainty and suppose that the insurer is ambiguous about the liquid reserves process, which is described by a class of equivalent probability measures. The objective of the insurer is to maximize the expected present value of the dividend payouts until the exponential Parisian ruin. A detailed proof of the verification theorem is presented for the robust singular-regular problem. When the robustness preference parameter is restricted to a limited range, we derive the closed-form solutions of the robust strategies. Numerical results are also presented to illustrate the impacts of the parameters on the robust control problem.