The invention discloses a combined cooling-heating-power generation filing pile device comprising filling piles, heat transfer pipes buried in the filing piles, heat exchange equipment, pile side semiconductor thermoelectric power generation systems and pile end semiconductor thermoelectric power generation systems, wherein the heat exchange equipment communicates with heat exchange pipes to form an air conditioning system loop for regulating the indoor air temperature of a building; each pile side semiconductor thermoelectric power generation system realizes thermoelectric conversion by virtue of the temperature difference between liquid in each heat transfer pipe and a pile side soil mass, and the obtained electric energy is connected with a DC/DC converter and a storage battery to supply power to ground electric equipment; and each pile end semiconductor thermoelectric power generation system realizes thermoelectric conversion by virtue of the temperature difference between the liquid in each heat transfer pipe and a pile end soil mass, and the electric energy obtained through semiconductor thermoelectric power generation is connected with a DC/DC converter and a storage battery by using a conducting wire to supply power to ground electric equipment. By using the system, not only is the combined application of the filling piles on the three aspects of mechanics, thermotics and electrics effectively realized, but also the on-demand and time-interleaved multi-target effective utilization of shallow geothermal energy resources is realized, and the utilization efficiency of the energy resources is increased.