Abstract: In practical production, many factors should be considered for construction of natural gas supply chain system.However, in most of the researches, the transportation mode considered was single, which could neither effectively solvethe problem of seasonal fluctuation of urban gas demand, nor realize the optimization of transportation mode and structurallayout. With the restraints of transportation mode, volume, transportation facilities, the capability of supply and demand, andthe construction scheme of stations considered comprehensively, a Mixed Integer Linear Programming (MILP) model wasestablished by setting the minimum average daily operation cost of the natural gas supply chain as the objective function.Taking the annual demand task of a natural gas supply chain as an example, the station construction plan, the purchase plan, the natural gas transportation plan, the gas storage plan and the operation plan of the treatment plant were obtained andthe accuracy of MILP model was verified by assuming the minimum construction and operation cost of the system underthe condition of satisfying the urban demand of natural gas, which can provide guidance to the construction of natural gassupply chain system.