The invention discloses a cold, heat and electricity combined storage and combined supply system. The system comprises a heat pump heating and cooling energy storage loop, a cold and heat energy heatengine power generation loop, a heat supply loop and a cold supply loop; power station off-peak (cheap) electricity is used for driving a heat pump heating and cooling circular loop to make high-temperature heat energy and low-temperature cold energy, the heat energy and the cold energy are stored in a heat storage device and a cold storage device, at the power utilization moment, gas in the loopsabsorbs the stored high-temperature heat energy and the stored low-temperature cold energy, through heat engine circulation, an electric generator is driven to generate electricity, and the electricity is supplied to a user. On the heat using time interval, the heat supply loop supplies the heat energy in the heat storage device to the user through the heat exchanger, and on the cold using time interval, the cold supply loop supplies the heat energy in the cold storage device to the user through the heat exchanger. Through the cold, heat and electricity combined storage and combined supply system, simultaneous storage and supply of cold, heat and electricity can be achieved, various needs of the user can be met, and the system has the advantages of being high in energy storage density, low in cost, high in efficiency, suitable for power grid peak shaving and various renewable power stations, free of generating room temperature gas and the like.