This paper investigates the energy management problem in the field of energy Internet (EI) with interdisciplinary techniques. The concept of EI has been proposed for a while. However, there still exist many fundamental and technical issues that have not been fully investigated. In this paper, a new energy regulation issue is considered based on the operational principles of EI. Multiple targets are considered along with constraints. Then, the practical energy management problem is formulated as a constrained optimal control problem. Notably, no explicit mathematical model for power of renewable power generation devices and loads is utilized. Due to the complexity of this problem, conventional methods appear to be inapplicable. To obtain the desired control scheme, a model-free deep reinforcement learning algorithm is applied. A practical solution is obtained, and the feasibility as well as the performance of the proposed method are evaluated with numerical simulations.