The invention discloses a data center integrated energy supply device for generating electricity and conducting refrigeration through pipe network natural gas. The device comprises a monitoring, regulation and control system, a pressure energy electricity generation and refrigeration system, a natural gas combined cooling and power supply system and a commercial electricity refrigeration system. A natural gas exhaust opening of the pressure energy electricity generation and refrigeration system is connected with a natural gas inlet of the natural gas combined cooling and power supply system. The pressure energy electricity generation and refrigeration system comprises an expansion electricity generation system and a refrigerant refrigeration system. The natural gas combined cooling and power supply system comprises a combustion electricity generation system and an adsorption refrigeration system. The commercial electricity refrigeration system is mainly composed of cold water air conditioners. The monitoring, regulation and control system regulates and controls the electricity supply proportion and the cold supply proportion among the pressure energy electricity generation and refrigeration system, the natural gas combined cooling and power supply system and the commercial electricity refrigeration system; supply stability of electric energy and cold energy and stability of a generator set are guaranteed; and the problem that load power is excessively changed is effectively solved. By means of the data center integrated energy supply device, electricity supply and cold supply to a data center and a high-energy-consumption building can be achieved; the systems are high in efficiency and great in broad spectrum performance; and a great amount of electric charge expenditure can be saved.