The invention discloses an intra-day economic dispatching method for a multi-energy interconnection system based on a game theory. The intra-day economic dispatching method is suitable for a multi-user single-energy-merchant microgrid system provided with renewable energy equipment and energy storage equipment. The method specifically comprises the following steps: S1, establishing equipment models of a user, including wind power equipment, photovoltaic equipment and energy storage equipment models of the user, and confirming an optimization target of the user; S2, establishing a pricing mechanism of the energy supplier, establishing an energy supply cost model of the energy supplier, and determining an optimization target of the energy supplier; S3, proposing a day-ahead optimal scheduling method based on the game theory; and S4, on the basis of the day-ahead scheduling result, proposing an intra-day correction strategy based on model predictive control. According to the method, the conflict of optimization objectives between users and energy providers can be solved, the uncertainty influence of wind power equipment, photovoltaic equipment and user coincidence is eliminated, and the scheduling accuracy and effectiveness are improved.