The simultaneous production of electric energy, heat and cooling capacity from the primary fuel burning on a heat engine (trigeneration) can emerge as a promising strategy, from the energy and project points of view, mostly, in food and chemistry industries. The present work describes the experimental study of a vapor compression system for chilled water production. A Diesel internal combustion engine was converted to operate with natural gas (Diesel-gas) and drives an electric generator that supplies the necessary electric energy for the chiller`s functioning and to attend the pre-established electric demand. The resultant system of trigeneration is, therefore, composed of two subsystems: the heat pump (chiller) and the engine-generator group. Heat rejected from the condenser of chiller and from the cooling system and exhaust gases of the engine, is recovered for hot water production. The system is analyzed under the light of first and second laws of the Thermodynamics. The ratio between the cooling, heating and electricity demands, the temperatures of evaporation and condensation of the heat pump, and the Diesel-natural gas substitution ratio are main parameters of control of the presented results. The percentile contribution of cold, heat and electricity (on energetic fuel consumption basis), for the different electric energy generation rates, was obtained as a function of the energy substitution rate of the Diesel oil for natural gas. An optimal energy substitution rate of Diesel oil for natural gas of approximately 25% was determined with an economy rated between 11% and 15% (for electric energy generation rates above 4,0 kW), based both on the difference between prices of the two fuels and on the engine`s performance improvement for these operational conditions. An optimum water flow rate, from the exergetic point of view, was found for each component.