With renewable generation resources and multiple load demands increasing, the combined cooling, heating, and power (CCHP) microgrid energy management system has attracted much attention due to its high efficiency and low emissions. In order to realize the integration of substation resources and solve the problems of inaccurate, random, volatile and intermittent load forecasting, we propose a three-stage coordinated optimization scheduling strategy for a CCHP microgrid. The strategy contains three stages: a day-ahead economic scheduling stage, an intraday rolling optimization stage, and a real-time adjustment stage. Forecasting data with different accuracy at different time scales were used to carry out multilevel coordination and gradually improve the scheduling plan. A case study was used to verify that the proposed scheduling strategy can mitigate and eliminate the load forecasting error of renewable energy (for power balance and scheduling economy).