The extensive access of multiple types of Distributed Generation (DG) units such as wind power and micro gas turbines has significantly changed the structural and operational characteristics of the distribution network, bringing severe challenges to the unified regulation of system resources. In order to realize the coordinated and optimized operation of multiple types of DGs in the system, this paper proposes a distributed robust scheduling strategy of Multi-Energy Coupling Active Distribution Network (MECADN). Firstly, a global robust scheduling model of MECADN is established adapting an enhanced adjustable robust method. Secondly, based on the framework of adaptive step size alternative direction method of multipliers, the global scheduling model is decomposed into two sub-problems corresponding to the clusters of electrical DGs and heat DGs to obtain the distributed scheduling model of MECADN. The solving method of the distributed scheduling model is studied, too. Simulation results based on actual network parameters verify the effectiveness of the proposed scheduling strategy.