In view of the problem of low self-service capability of the microgrid due to the high operating cost and low capacity of the traditional battery energy storage system. In this paper, an electrothermal hybrid energy storage model based on electricity, hydrogen and thermal energy conversion and storage is introduced, and a microgrid autonomous operational strategy is proposed. First, the addition of the power to hydrogen transfer equipment in the traditional combined heat and power (TCHP) system without battery energy storage is studied, and a micro gas turbine, electric to hydrogen transfer equipment and electric boiler based electrothermal energy storage system (ETSS) model is established. Aiming at the lowest comprehensive operating cost of multiple energy sources in a microgrid and maximizing the consumption of curtailed wind, the multiobjective scheduling model of an electrothermal hybrid energy storage system is established, then the multi-energy autonomous operational strategy of a microgrid is proposed. Lastly, the simulation of a multi-energy microgrid in Northeast China is taken as an example. The results of the simulation showed that compared with a combined heat and power microgrid system considering conventiona battery energy storage, a multi-energy microgrid system using electrothermal hybrid energy storage has better flexibility and economy, and can improve wind power accommodation.