The invention provides a distributed cold-heat-power combined supply system, wherein a hydrogen production and hydrogen storage system electrolyzes high-temperature water vapor to generate oxygen andhydrogen; a first fuel cell system utilizes oxygen or air and hydrogen to generate power, and transmits the electric energy generated by the power generation to a micro-grid; a second fuel cell systemutilizes hydrogen or natural gas and air to generate power, transmits electric energy to the micro-grid, and combusts the residual hydrogen or natural gas and air to generate flue gas; an absorptiontype refrigerator utilizes the flue gas and the high-temperature water vapor for refrigeration; a hydrothermal management system educes the heat generated when the first fuel cell system, the hydrogenproduction and storage system and the absorption refrigerator operate and supplies the heat to users in the form of hot water; a renewable energy energy-supply system generates high-temperature steam. The distributed cold-heat-power combined supply system can achieve multi-functional complementation, improve energy supply efficiency and energy safety, reduce fossil fuel consumption, has no defectof large CO2 emission, and can achieve combined supply of heat energy, electric energy and cold energy.