Many research work has demonstrated that taken the Combined Cooling Heating and Power system (CCHP) as the core equipment, the integrated energy system (IES) can bring obvious benefit to energy efficiency, CO2 emission reduction and operation economy in urban areas. Compared with isolated IES, integrated energy micro-grid (IEMG) which is formed by connecting multiple regions IES together, through distribution and thermal network, can further improve the reliability, flexibility, cleanliness and economy of regional energy supply. Based on the existing IES model, this paper describes the basic structure of IEMG and built a IEMG planning model. The planning based on the mixed integer linear programming, and economically construction planning scheme are calculated by using known electricity, heating and cooling loads information and the given multiple equipment selection schemes. At last, the model is validated by a case study. The results show that the application of IEMG can effectively improve the economy of regional energy supply.