The invention relates to the technical field of multi-energy system coordination control methods, in particular to a multi-energy system coordination control method based on a Markov model. The multi-energy system coordination control method comprises the steps of: modeling an electricity, gas and heat network of the multi-energy system; establishing a compressor equipment model; establishing a cogeneration system model; establishing a renewable energy power generation system model; establishing a multi-energy load model; establishing a Markov model of the multi-energy system; and verifying the simulation example based on a Markov model-based multi-energy coordination control method. The Markov model is established by analyzing the change characteristics of the output and load requirementsof the renewable energy sources, the coordination interaction among the source, the load and the storage is achieved by installing the energy storage system, the heat storage device can achieve electric heating decoupling, the electricity storage device can smooth the output fluctuation of the renewable energy sources, and the balance of the supply and the demand of the energy sources is achievedby effectively controlling the absorbed energy and the released energy of the energy storage system, so that the safe and efficient operation of the whole multi-energy system is ensured.