The development of power to gas (P2G) technique provided a new solution for wind power accommodation in multi-energy system. Besides, the high operation cost of P2G equipment contradicted the realization of adequate abandonment of wind power. Based on this, this paper proposed a multi-energy optimal operation model that took into account the cost of segmental wind power curtailment on the basis of P2G equipment operation cost. Firstly, given concept of energy hub, the multi-energy system model that including a variety of energy conversion devices such as P2G equipment is analysed. Secondly, this paper took the minimum supply cost of energy system as the objective function, which included the cost of wind curtailment considering the segmental penalty factor. The particle swarm optimization algorithm with variable inertia weight was used to solve the model. Finally, this paper analysed the wind power consumption and system energy supply cost changes in 24 hours under multiple scenarios. the result shows that the use of P2G equipment in multi-energy system can improve the efficiency of wind power utilization, reduce the cost of system energy supply, and achieve significant comprehensive benefits.