This paper addresses the planning problem of residential micro combined heat and power (micro-CHP) systems (including micro-generation units, auxiliary boilers, and thermal storage tanks) considering the associated technical and economic factors. Since the accurate values of the thermal and electrical loads of this system cannot be exactly predicted for the planning horizon, the thermal and electrical load uncertainties are modeled using a two-stage adaptive robust optimization method based on a polyhedral uncertainty set. A solution method, which is composed of column-and-constraint generation (C&CG) algorithm and block coordinate descent (BCD) method, is proposed to efficiently solve this adaptive robust optimization model. Numerical results from a practical case study show the effective performance of the proposed adaptive robust model for residential micro-CHP planning and its solution method. Index Terms--Micro combined heat and power (micro-CHP) planning, two-stage adaptive robust optimization model, block coordinate descent method, polyhedral uncertainty set.