This paper briefly analyzed some problems and limitations of existing evaluation indicators for distributed energy system performance. Based on the diversity and difference of the energy form and grade of cooling, heating and power in the distributed combined cooling, heating, and power(CCHP) system, this paper proposed three-index evaluation system composed of key indicators including relative energy saving rate, exergy efficiency and thermoelectric ratio. In order to further prove the reasonableness and scientificity of the evaluation index system applied in performance evaluation of distributed CCHP system, it enumerated, calculated, and evaluated the energy conservation of three engineering cases. The evaluation results showed that the high energy-saving rate of the system did not mean good energy-saving, but also the efficiency of the system should be examined. Only when the energy saving rate and exergy efficiency were both high, can the energy saving performance of the system be demonstrated. When the energy-saving rate was high and the efficiency was not high, it is shown that the energy-saving of the system had great room for improvement.