A large amount of wind energy curtailment is observed during the winter off-peak period in northern China. Because heat demand is high but electric demand is low, combined heat and power (CHP) units have to generate power to supply heat, leaving no load for wind farms to serve. To solve this problem, this paper proposes an energy management method to take advantage of the flexibility in different heating resources in a CHP-based microgrid to relieve wind power curtailment. A novel two-layer coordinated strategy (a schedule layer and a real-time layer) is proposed to control all the components including distributed generation (DG) units, different heating sources, and electrical energy storage (EES). In the schedule layer, a centralized optimization model based on forecasting data is implemented. The real-time layer calculates control signals based on metrical data and received reference values from the upper layer. Flexible control of EES and electric heater scheme (FCEE) is developed to further increase grid integration of wind generation. A 14-bus test system is designed to illustrate the performance of the proposed approach. Results show that the presented method is able to significantly reduce wind curtailment and ensure promising operation efficiency of the studied CHP-based microgrid.