Abstract: With the continuous opening of China's multi-energy market, the integrated energy microgrids and their communities established by different market entities appear on the energy consumption side. Affected by multiple factors such as multi-energy coupling, complex game relationships, and source and load uncertainty, the operation mechanism of this type of integrated energy microgrid cluster is complex, and the collaborative optimization operation is difficult. Based on this, firstly, a social welfare function considering economic costs and environmental costs was established. Secondly, in allusion to the uncertainty of renewable energy output and electricity and heat load, an integrated energy microgrid trading model based on conditional value-at-risk was established to realize the risk measurement of source and load uncertainty in microgrids. Thirdly, based on Nash negotiation theory, a cooperative operation model of integrated energy microgrid clusters was established, which was then decomposed into the social welfare maximization sub-problem and cooperative benefit distribution sub-problem, and solved by alternating direction multiplier method. Finally, the effectiveness of the proposed method was verified by example analysis.