Zero Energy Buildings (ZEBs) will encounter timescale uncertainties during their life cycle. This chapter investigates a robust planning method for designing a multi-energy system (MES) in ZEBs. In order to ensure the efficient multi-energy supplies and achievement of ZEBs’ yearly zero energy objective, uncertainties in both the short-term and long-term timescales are considered and addressed in a tri-level planning structure. The primary objective at the upper level is to determine an optimal device sizing strategy within a MES. In the middle level, a set of representative scenarios is generated from future temperature forecasts, which aims to tackle the long-term temperature changes. In the lower level, a hybrid stochastic and robust optimization (HSRO) method is applied to deal with source-demand uncertainties in a short-term timescale. A reformulation method is introduced to convert the tri-level model into a tractable form. Simulation results illustrate the effectiveness of the proposed method in optimizing the deployment of energy equipment in ZEBs and mitigating the impact of uncertainties across different timescales.