With the development of the energy internet, the coordination of multiple energies is becoming the focus of the research. In this light, this paper investigates on the optimal planning and operation of the multi-energy microgrids. First, this paper builds the model of all the distributed generators (combined cooling, heat and power plants, electric boiler, wind turbine, photovoltaic cell, electric energy storage, heat energy storage and cooling energy as well as electric chiller). Then, the net present value index is used to evaluate the economy of this project and to obtain the optimal planning and operation results. Finally, this paper transfers the nonlinear model into linear one and then solves it by the Matlab-Yalmip via the Cplex solver. The simulation results show that the multi-energy microgrid could realize the coordination of multiple energies. Besides, in this paper, we compared our method with the traditional separate generation microgrid to verify the effectiveness and necessity of our method.