In order to solve the problem of improving the energy efficiency of the energy supply system, the author proposes a method for improving the energy efficiency of the energy supply system of composite energy buildings based on multiobjective grid optimization, the method solves the energy efficiency improvement of the grid-optimized composite energy building energy supply system, with the increasing material needs of people, the traditional fossil energy consumption is increasing, and the environmental pollution problem is also becoming more and more serious, and people will face serious energy crisis. Due to the high proportion of coal in China’s energy, most thermal power plants use coal as fuel to generate electricity. In the process of coal combustion power generation, a large amount of air pollutants such as CO2, SO2, and Nox are produced, which destroys the ecological environment. In order to alleviate the energy crisis and reduce the emission of polluting gases, the development of renewable energy sources such as wind energy and solar energy is extremely important. Electricity supply and heat supply account for the main part of China’s energy consumption, 40% of China’s energy consumption is used for electricity supply, and 25% is used for heat supply. In terms of electricity supply, 12% of electricity is used for residential use, about 74% is used for industrial production, and 14% is used for commercial development.