Multi-energy microgrid (MEMG) offers an effective approach to deal with energy demand diversification and new energy consumption on the consumer side. In MEMG, it is critical to deploy an energy management system (EMS) to efficiently utilize energy and ensure reliable system operation. To help EMS formulate optimal dispatching schemes, a deep reinforcement learning (DRL)-based MEMG energy management scheme with renewable energy source (RES) uncertainty is proposed in this paper. To accurately describe the operating state of the MEMG, the off-design performance model of energy conversion devices is considered in scheduling. The nonlinear optimal dispatching model is expressed as a Markov decision process (MDP) and is then addressed by the twin delayed deep deterministic policy gradient (TD3) algorithm. In addition, to accurately describe the uncertainty of RES, the conditional-least squares generative adversarial networks (C-LSGANs) method based on RES forecast power is proposed to construct the scenario set of RES power generation. The generated data of RES is used to schedule the acquisition of caps and floors for the purchase of electricity and natural gas. Based on this, the superior energy supply sector can formulate solutions in advance to tackle the uncertainty of RES. Finally, the simulation analysis demonstrates the validity and superiority of the method.