Energy system integrated new energies such as wind power and photovoltaic to achieve complementary energy supply of electricity, heat and cold has attracted much concern.When multiple investors are involved in the operation of integrated energy system as independent subjects, it is worthwhile to reasonably allocate the capacity to better absorb new energy and maximize the interests of each investor.Based on the Nash equilibrium principle of game theory, this study establishes a capacity allocation game model for the integrated energy system composed of wind power, photovoltaic, and a combined cooling heating and power system, and uses Particle Swarm Optimization (PSO) algorithm to solve it.The comparative analysis of three scenarios including non-game, non-cooperative game and cooperative game shows that in the cooperative game scenario, the system generates optimal results in investors' return, capacity allocation, and overall system return, thus each participant has obvious possibility to cooperate.This study provides a solution for multi-party participation in the energy supply market.