Energy management is facing new challenges due to the increasing supply and demand uncertainties, which is caused by the integration of variable generation resources, inaccurate load forecasts and non-linear efficiency curves. To meet these challenges, a robust optimization method incorporating piecewise linear thermal and electrical efficiency curve is proposed to accommodate the uncertainties of cooling, thermal and electrical load, as well as photovoltaic (PV) output power. Case study results demonstrate that the robust optimization model performs better than the deterministic optimization model in terms of the expected operation cost. The fluctuation of net electrical load has greater effect on the dispatching results of the combined cooling, heating and power (CCHP) microgrid than the fluctuation of the cooling and thermal load. The day-ahead schedule is greatly affected by the uncertainty budget of the load demand. The economy of the optimal decision could be achieved by adjusting different uncertainty budget levels according to control the conservatism of the model.