To realize the best performances of the distributed energy system (DES), many uncertainties including demands, solar radiation, natural gas, and electricity prices must be addressed properly in the planning process. This study aims to study the optimal sizing and performances of a hybrid combined cooling, heating, and power (CCHP) system under uncertainty in consideration of the operation parameters, including the lowest electric load ratio (LELR) and the electric cooling ratio (ECR). In addition, the ability of the system to adapt to uncertainty is analyzed. The above works are implemented separately under three operation strategies with multi-objectives in energy and cost saving, as well as CO2 reducing. Results show that the system with optimized operation parameters performs better in both the deterministic and uncertain conditions. When the ECRs in the summer and in mid-season as well as the LELR are set at 50.00%, 50.00%, and 20.00% respectively, the system operating in the strategy of following the electric load has the best ability to adapt to uncertainty. In addition, among all the uncertainties, the single uncertain natural gas price and the single uncertain heating demand have the smallest and largest effects on the optimal design respectively.