Abstract: Micro-energy grid（MEG） is a micro integrated energy system located at the terminal of the Energy Internet, which plays a supporting role in improving the accommodation rate of the renewable energy power generation and realizing the target of the carbon emission reduction. However, its operation efficiency is usually restricted by the uncertainty of renewable energy power generation and the coordinated scheduling of the coupled multi-energy. In this context, a two-stage coordinated scheduling model for interconnected MEGs considering multi-energy sharing is proposed. In the first stage, the energy management model of interconnected MEGs is established considering the multi-energy sharing as well as the uncertainty of the renewable energy power generation to realize the multi-energy coordinated management for the interconnected integrated energy system. In the second stage, the clearing model for energy sharing price is built based on the non-cooperative game, and the generalized Nash equilibrium is used to determine the transaction settlement of sharing energy. Then, alternating direction method of multipliers is used to solve the abovementioned two-stage optimization problems in a distributed manner, which could effectively protect the information security and privacy of the MEG. Finally, the effectiveness and validation of the proposed method are demonstrated by case studies.