The invention discloses a microgrid multi-objective real-time rolling optimization method. According to the method, day-ahead economic optimization result considering three-phase imbalance is taken as a guide, decision making is performed on energy storage output of a microgrid within a short time by applying a super-short-term photovoltaic and power prediction result, connecting line power and an energy storage SOC (State of Charge) value are kept to follow the day-ahead economic optimization result as far as possible, and economic operations of a microgrid system are ensured. The microgrid multi-objective real-time rolling optimization method can meet economic index requirements and effectively follow a result of a day-ahead economic optimization algorithm. Damages are imposed on a power distribution system and electrical equipment by a problem of three-phase imbalance occurred in a single-three phase series-parallel system, and an error exists between a day-ahead predicted value and an actual value in practical application of an economic optimization strategy, so that three-phase imbalance degree constraints are considered, the connecting line power decided by day-ahead optimization is taken as a reference value under the condition of microgrid multi-objective real-time rolling optimization, a real-time energy storage power value is acquired through a non-dominated sorting multi-objective algorithm, and microgrid real-time rolling optimization can be realized.