Environmental pollution has become the bottlenck of the sustainable economic development of China. The existing energy system is not suita for sustained need. China has to use coal as the main primary energy for quite a long term. Under such special conditions, it is an urgent strategic problem to be studied and carried out step by step from now on to plan and construct the integrated sustainable energy system with optimal benefits in resource, energy utilization and environmental emission. By introducing the international study and new development in sustainable energy systems, this paper puts forward that poly-generation strategy based on coal gasification is the trend for future development of China´s energy industry. Some possible examples for poly-generation and coupling of processes are introduced and their benefits are analyzed. The potential key technical and scientific problems in poly-generation are also pointed out. Finally, the starting procedure, government role and policies for implementing poly-generation strategy in China are proposed.