In the light of the status quo of distributed generation of combined cooling and heating power（CCHP） in Beijing， this paper discusses the issues concerning the trading by interconnection. The electricity pricing system for CCHP interconnection is worked out and suggestions for the compensatory expenses of the reserve capacity of power system made. The long-term fiscal and marginal cost methodologies are discussed for calculating the basic price of power tariff. It has been found through comparison that the long-term marginal cost method should be adopted as it is more practical in showing the actual increase in the cost of grid. The data of Beijing Grid is used to work out the charging standard at different voltage levels of interconnection. This paper also estimates the environmental benefits of CCHP. Finally， suggestions for pricing policies and trading mechanism of CCHP are given.