Environmental problems arising from fossil-based generation units in a microgrid (MG) are a pressing concern due to their contribution to air pollution and greenhouse gas emissions. This paper investigates an integrated MG with combined cooling, heating, and power (CCHP) systems, designed to efficiently supply energy demands while considering the environmental impacts of generation units associated with CO2 emissions. To mitigate these environmental impacts and promote sustainability, the proposed CCHP-based MG incorporates a power-to-gas (P2G) technology, aimed at CO2 absorbing and recycling. This integration not only optimizes system performance but enhances the environmental aspects of the microgrid. Moreover, the uncertainties related to energy demands, wholesale prices, and renewable generation poses potential challenges for the system operation. In response, the second-order stochastic dominance (SOSD) method is employed to address these uncertainties and ensure robust decision-making. Results show that the P2G system enables a 15 % reduction in carbon emissions, highlighting the eco-friendly nature of the system. However, its incorporation introduces an additional 6 % to the overall system operation cost due to its relatively high cost. In addition, it is important to note that the operator has further conservativeness in the With-SOSD operation mode leading to an approximate 30 % increase in the operation costs compared to the NO-SOSD mode.