Combined cooling, heating and power(CCHP)system provides a good solution to save energy and reduce emission, owing to its high energy conversion efficiency. However, it is restricted by the fixed heat-electricity ratio, which means that it needs to be in good coordination with grid and supplementary combustion equipments to achieve the effect. To make CCHP multi-energy complementary system to achieve economic, energy saving, environmental protection effect, this paper proposes an optimal control strategy which considers both supply side and demand side. The method calculates the change of user load after flexible load participating in the demand response through the calculation of system fuzzy electricity price. Then, on this basis, the multi-energy complementary objective function is proposed to schedule the multi-energy output. The results of an example analysis show that CCHP optimization strategy can help to save economic costs, reduce greenhouse gas emissions and save primary energy consumption.