Abstract Standalone multi‐energy hub is the next frontier of electric grid modernization. It is vital to optimize the standalone multi‐energy hub capacity configuration to enhance the hub reliability, economic efficiency, and sustainability. Therefore, this paper proposes a novel multi‐objective capacity configuration model for standalone multi‐energy hub considering electricity, heat and hydrogen energy uncertainty. First, the standalone multi‐energy hub model with electricity, heat, and hydrogen energy is established. It takes into account photovoltaic generators, wind generation, combined heat and power units, power to gas, gas boiler and hydrogen storage tank to meet the electrical, thermal and hydrogen energy demands. At the same time, in order to solve the influence of uncertainty on hub capacity configuration, the typical source‐load scenarios are established considering the uncertainty of wind speed, solar radiation and energy demands. On this basis, the objective functions and constraints of the capacity configuration model are presented. The improved hybrid multi‐objective particle swarm optimization algorithm and fuzzy membership function are used to solve the model. Finally, case studies verified the effectiveness and rationality of the proposed model.