Interest in the highly efficient energy hub (EH) model has been growing despite the high computational requirements of planning for a multi-energy, multi-device operation. To address both the device size limitation and the multi-scenario issue, we propose a new solution methodology for solving the EH planning problem. In the method, the decision variables are device sizes. First, a dimension reduction technique is proposed to address the curse of dimensionality based on the correlation of unknown variables such as the capacities of different devices in an EH. Second, to avoid local convergence, a solution method called the variable-sized unimodal searching (VUS) approach is proposed to assure a global optimal planning scheme for the one-dimensional non-convex optimization model obtained from the preceding dimension reduction process. The case study indicates that the proposed approach has a higher computing efficiency than the Benders decomposition (BD) algorithm to deal with a scenario-based stochastic planning problem with a large number of scenarios. Thus, the effectiveness of the EH planning approach is verified.