An Integrated Energy System (IES) planning system that takes into account the uncertainties of distributed renewable energy sources is likely to be closer to the actual situation than one that does not, and is also the basis for achieving multi-ability coordination and optimal operation of an IES. Thus, considering the intermittency and fluctuation of photovoltaic power output, a capacity planning model of an integrated energy system including cold, heat, electricity and gas multi-energy flow and its analysis are proposed. First, in order to accurately simulate the uncertainty of photovoltaic power generation, the scenario method is used to describe the uncertainty, and a 0-1 scenario reduction planning model based on Wasserstein probability distance is used to reduce the large number of uncertain scenarios. Then an IES capacity planning model with the objective function of minimizing the sum of investment operation costs is established. Secondly, it is difficult to get the optimal planning scheme directly because of scenario analysis, so a two-stage programming strategy based on the scene analysis method is adopted to obtain the multi-energy capacity planning scheme with integer variables. Simulation results based on examples show that the proposed method can meet the load requirements of each node and each type of system in the whole planning period economically and reliably. This work is supported by the National Natural Science Foundation of China (No. 51607105).