With the rapid development of clean energy, the combined cooling and heating power (CCHP) and hybrid energy storage system (HESS) have become matured significantly. However, further optimizing the configuration of the energy supply system and adjusting the output of distributed micro-sources and energy storage units are still attractive issues. This paper focuses on the two-stage optimization strategy of the microgrid system, including CCHP and HESS. The details of the operating characteristics and mathematical models of distributed micro-sources in the system are presented. The energy storage architecture is used for mathematical modeling, and the optimization model is analyzed from the two perspectives of energy supply and demand, which explores the feasibility of improving the economic operation of the micro-energy system. The two-stage optimization model in which the first stage is to determine the optimal installation capacity of various equipment and the second stage determines the optimal operation plan of the system by obtaining the system’s capacity configuration. The simulation results show that the CCHP system can reduce the operation cost by 4.61% and 6.48% for winter and summer, respectively, also reduce fuel cost consumption by 3.01% and 3.68% for winter and summer, respectively.