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The combined cooling, heating and power (CCHP) microgrid organically combines the CCHP technology and the microgrid technology that integrates renewable power generation. Considering the energy flow characteristics and energy balance of the co-supply microgrid, this paper proposes a multi-time scale coordinated and optimized scheduling method, aiming at the economic operation of the co-supply microgrid under the grid-connected operation mode. For cold/thermal loads with stable supply and demand, a day-ahead economic dispatch model for cold and thermal energy is established, and the particle swarm algorithm is used to solve the model; for real-time fluctuating electric loads, a heuristic energy dispatch strategy is formulated. The simulation and analysis conducted in an industrial park in the north of China have verified the feasibility and economic efficiency of the strategy.