A novel cascade energy utilization system with Solid Oxide Fuel Cell (SOFC) as the prime mover is designed and analyzed. The upper loop contains SOFC and Gas Turbine (GT), and the bottom loop includes Supercritical CO2 (SCO2) power cycle - Organic Rankine Cycle (ORC) combined cycle, single - effect Absorption Refrigeration Cycle (ARC), and heating subsystem. Based on simulation data and mathematical models of the system, energy analysis, conventional and graphical exergy analysis, and sensitivity analysis are conducted. The simulation result demonstrates that the net power efficiency, overall energy efficiency, exergy efficiency and SOFC electrical generation efficiency are 59.62%, 77.61%, 59.08% and 43.18%, respectively. The exergy analysis reveals that the system exergy losses obtained from conventional exergy and graphical exergy analysis are 383.29 kW and 372.46 kW, respectively, a relative error of 2.91%. However, the SOFC subsystem has the greatest exergy destruction, reaching 65.77% (graphical exergy analysis) or 65.06% (conventional exergy analysis) of the total system exergy loss. The system with favorable energy efficiency provides a reference direction for the future research and optimization of Solid Oxide Fuel Cell (SOFC) - Combined Cooling, Heating and Power (CCHP) system.