With the rapid development of microgrids, microgrids within an area can meet the regional power supply through interconnection, which leads to the development of multi-microgrid. Multi-microgrid is the continuity and deepening of microgrids, the reasonable and effective management of the multi-microgrid becomes the key problem to solve the large-scale operation of microgrids. The uncertainties of wind turbine and solar output will affect the operation of multi-microgrid due to lots of distributed power in multi-microgrid. A multi-time scale energy management is established, the day-ahead schedule is determined based on forecast data, and then real-time schedule is optimized under the most harsh renewable energy operating conditions. A robust optimization model of microgrid energy management considering wind and solar uncertainty is introduced. The bi-level robust optimization problem is solved by Column and Constraints Generation (C&CG) algorithm. The validity of the proposed multi-microgrid interconnection energy management is verified by the simulation. This work is supported by Science and Technology Project of State Grid Corporation of China (No. 5220001600V6).