For the user-oriented multi-energy microgrid (MEMG), comprehensive evaluation of system efficiency can provide essential decision-making reference for the later development and management of regional energy systems. This paper constructs a comprehensive evaluation index system from five dimensions of social benefits, energy efficiency, economy, risk, and environment. Considering that the traditional multiattribute decision-making method can hardly reflect the psychological and risk preferences of decision-makers, this paper combines the prospect theory with the improved cross-super-efficiency model, then the prospect cross-super-efficiency comprehensive evaluation method is proposed. The simulation case verifies the validity and superiority of the index system. The evaluation method further determines that the configuration capacity of wind turbine(WT) and heat pump(HB) for the highest comprehensive efficiency are 7MW and 400KW.