The invention discloses a multi-time scale optimized dispatching method of a multi-energy complementary system. The method comprises the following steps: (1) obtaining day-ahead predicted power of a renewable energy source and a load; (2) linearizing an efficiency curve based on a stepwise piecewise approximation method while taking the nonlinearity of the conversion efficiency of an energy supplydevice in the multi-energy complementary system; (3) constructing a daily operation cost function of the multi-energy complementary system; (4) optimizing adjustable resources in the system at the target of minimizing the daily operation cost of the system, and formulating a day-ahead optimal dispatching plan of the multi-energy complementary system; and (5) importing an intraday rolling and real-time adjustment link to correct the day-ahead plan. By adoption of the method, the influence of the efficiency change on the operation cost of the system can be considered, and the efined managementof the energy of the multi-energy complementary system is achieved.