Implementing cooperative scheduling of multi-home microgrid energy and reducing the dependence on the main grid have become the focus of microgrid energy management research. This paper proposes a new multi-agent adaptive dynamic programming (MAADP) method for the cooperative control of distributed home energy. Each home is defined as a learning agent that needs to reasonably schedule the energy storage system to meet the respective load demand while accomplishing cooperative scheduling among the individual homes. In addition, an energy clearing center (ECC) is introduced to complete the energy exchange between each microgrid to protect the benefits of all parties. The proposed method adopts the learning strategy of “centralized learning and decentralized execution” to avoid the leakage of private information. The experimental comparison with the benchmark method verifies that the method can realize the cooperative scheduling of each home and reduce the dependence on the main grid.