Microgrid with renewable energy has become an important development trend in the field of energy. Under such circumstances, to solve the shortage of optimal configuration of energy storage in the combined heat and power microgrid, the bi-level optimal capacity configuration model of thermal energy storage for the combined heat and power microgrid with concentrating solar power plant was developed. The optimization objective of the upper layer was to minimize the daily investment cost of the concentrating solar power plant and the daily operation cost of the combined heat and power microgrid, The lower layer was to minimize the daily operation cost of the combined heat and power microgrid. The Karush-Kuhn-Tucker optimality condition was used to transform the bi-level model into a single-level model. The simulation proves that the thermal energy storage system based on the concentrating solar power plant improves the economy of microgrid and the capacity of the microgrid to absorb renewable energy. The influence of the capacity and cost of thermal energy storage of the concentrating solar power plant on the investment and operating cost of the combined heat and power microgrid is analyzed, and the effectiveness of the proposed bi-level programming model is verified.