In order to reduce the impacts caused by large-scale renewable energy resources accessing the utility grid, the micro-energy grid system, as a natural extension of the microgrid in the energy internet era, is proposed and developed to provide a new solution for the optimal utilization of renewable energy resources. In this paper, a multi-energy integrated micro-energy system is proposed which contains wind, PV, bedrock energy storage, magnetic levitation electric refrigeration, solid oxide fuel cell, solar thermal collector, energy storage, and V2G technologies, and detailed models of the energy generation/conversion/storage devices are formulated. Besides this, the uncertainties of renewable energy resources and cold/heat/electricity loads are considered, and the optimal dispatch problem of the micro-energy system is established from day-ahead and real-time time scales based on a model predictive control method. The day-ahead optimal scheduling aims at economic optimization and guides real-time scheduling, and real-time scheduling utilizes rolling optimization and a feedback correction mechanism to effectively correct the deviation of renewable energy generations and loads at a real-time horizon, which improves the optimization control accuracy, follows the day-ahead dispatch plan, and ensures the economics of real-time scheduling at the same time.