Abstract: The present invention discloses a data-driven three-stage scheduling method for electricity, heat and gas networks based on wind electricity indeterminacy, including the following steps: S1, initializing; S2, establishing a deterministic electricity-heat-gas coordination optimized scheduling model; S3, establishing a data-driven distributed robust scheduling optimization model under mixed norms; S4, solving a master economic scheduling problem; S5, verifying convergence of a wind electricity indeterminacy subproblem: if the subproblem converges, going to step S6, otherwise going to step S4 and adding a constraint to the master economic scheduling problem by using a CCG algorithm; and S6, checking the convergence of a gas network operation constraint subproblem: if the gas network operation constraint subproblem converges, ending the calculation to obtain an optimal solution, otherwise, going to step S4 and adding a Benders cut set constraint to the master economic scheduling problem.