To effectively supply the multi-energy loads and achieve the annual zero energy targets of zero energy buildings (ZEBs) throughout the planning horizon, this paper proposes a tri-level multi-energy system planning method for ZEBs considering both long- and short-term uncertainties. In the upper level, the optimal goal is to obtain an optimal device sizing scheme within the electric-thermal-hydrogen integrated multi-energy system (EHT-MES). The middle and lower levels tackle the long-term temperature change and short-term source-load uncertainties separately. For the former, a set of representative scenarios that include typical and extreme weather conditions are generated from the future temperature forecast dataset, and an ambiguous set is utilized to model the uncertain probability distributions of the scenario set. For the latter, to guarantee the reliable and economic operation of ZEBs under different seasonal-daily patterns, a hybrid stochastic and robust optimization (HSRO) method is applied to deal with short-term uncertainties from solar radiation, wind output, outdoor temperature, electric loads, and hot water loads. A reformulation method is proposed to transform the multi-level coupling planning model into an equivalent and tractable form, and an improved column-and-constraint generation (C&CG) algorithm is developed to solve the recast model. Simulation results verify the effectiveness of the proposed planning method in deploying ZEBs’ multi-energy devices and immunizing against multiple timescale uncertainties.