Abstract: Biomass gasification coupled coal-fired power generation technology can enhance the fuel and operation flexibility of thermal power units, thereby promoting the high-level accommodation of wind power as well as the effective exploitation of biomass energy. In this paper, an operation model reflecting the internal energy flow processes and the external output characteristics of the biomass gasification coupled CHP unit is firstly established. Then, from the perspective of an energy supplier, a multi-objective self-scheduling strategy reflecting the expected benefits and conditional value-at-risk (CVaR) of the coalition is proposed, considering the multi-stage decision framework for the joint participation of the coupled unit and the wind farm in the day-ahead, intra-day and real-time balancing markets. Finally, the multi-objective optimization solution procedure for constructing the Pareto front is illustrated using the augmented ε-constraint method based on lexicographic optimization. The numerical analysis is performed to demonstrate that the addition of biomass gasification subsystem and the joint operation of the 350 MW CHP unit and the 600 MW wind farm can increase their economic benefits by about 6%, as well as reduce the operation risk of the energy supplier.