In order to meet the economic index under the reliability of power supply, the capacity of each unit in the integrated energy micro-grid, the number of units, the equipment selection and the equipment operation mode need to be planned reasonably. Based on the conditions of integrated energy micro-grid, this paper focuses on the power supply and heat supply of gas boilers, electric boilers, storage batteries and combined heat and power units, and optimizes the equipment selection and capacity allocation problems in the micro-grid by considering various constraints in the integrated energy micro-grid as the objective function and adopting the mixed integer linear programming method. Finally, taking an integrated energy micro-grid in a region of northeast China as an example, the configuration results under different scenarios are given to verify the effectiveness and correctness of the proposed method.