The coupling between different forms of energy sources makes the energy supply mode more flexible and complex. The typical cooling, heating and electricity MEN which is built by photovoltaic, wind turbine, CHP (combined heating and power), P2G (power to gas), gas boiler, electricity and absorption refrigerator, battery is studied. The life cycle cost of MEN is calculated based on the life cycle cost method (LCC). The multi-objective optimization of MEN is studied with both economic and environmental goals. By comparison of different scenarios, the optimal configuration of the MEN is studied. The results show the effectiveness of the multi-objective planning model. The load is more matched with the electricity price, energy production and consumption with demand side response. The demand side response can also reduce the economic cost and CO2 emissions of the MEN planning.