Multi-energy　microgrid　is　one　of　the　effective　technological　methods　for　multi-energy　complementation.　Taking　the　electricity-heat-gas　multi-energy　microgrid　with　power-to-gas　and　battery-supercapacitor　hybrid　energy　storage　system　as　the　research　object,　as　for　the　credibility　of　optimal　control　results　of　system　is　lower　due　to　the　uncertainties　of　wind　power　output,　photovoltaic　output　and　load　demand,　the　multi-time-scale　two-layer　receding　horizon　optimal　control　method　that　contains　long　time-scale　receding　horizon　optimization　layer　and　short　time-scale　real-time　receding　horizon　adjustment　layer　based　on　the　receding　horizon　optimal　idea　of　model　predictive　control　is　proposed.　In　this　model,　the　upper　layer　takes　the　optimal　operating　economy　of　system　as　the　objective,　and　the　scheduling　plan　in　long　time-scale　is　formulated　by　multi-step　receding　horizon　solution,　while　the　lower　layer　takes　tracing　and　correcting　scheduling　plan　in　upper　layer　as　the　objective,　and　the　supercapacitor　is　introduced　to　further　deal　with　the　power　fluctuations　of　wind　power,　photovoltaic　and　load　demand　in　short　time-scale　based　on　smoothing　the　power　fluctuation　by　rece-ding　horizon　optimization　in　short　time-scale.　The　analysis　results　show　that　the　power-to-gas　and　supercapacitor　have　significant　effects　on　increasing　the　absorption　ability　of　multi-energy　microgrid　and　smoothing　the　power　fluctuation　of　system,　meanwhile　the　two-layer　receding　horizon　optimal　control　method　can　mitigate　the　effects　of　uncertain　elements　on　optimal　control　of　system　under　the　premise　of　guaranteeing　the　economic　operation　of　multi-energy　microgrid.　©　2022,　Electric　Power　Automation　Equipment　Press.　All　right　reserved.