The optimal operation of microgrid (MG) with multiple-energy sources is the key technology to improve system energy efficiency. Based on the multi-energy complementary MG demonstration project in a campus, the double objectives optimization operation model considering daily economic cost and pollution treatment cost is constructed. The operation strategies of different equipment units are formulated respectively, and an improved multi-objective particle swarm optimization (MOPSO) algorithm based solution method is proposed to solve the double objectives optimization conflict of MG. And the particle mutation strategy is added to enhance the performance of the algorithm. Finally, based on the actual operation data of campus MG, two different typical days are used for case analysis to verify the effectiveness of the proposed operation strategy.