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In this paper, we introduce a new variant of large-scale vehicle routing problem that arises in the goods distribution of city e-commerce logistics, the multi-depot vehicle routing problem with order split and allocation (MD-CVRP-OSA), which incorporates the issue of split and allocation of online orders into traditional VRP. A mathematical formulation is constructed for the MD-CVRP-OSA, and an efficient metaheuristics algorithm based on a variable neighborhood search (VNS) solution framework is designed to solve it. The proposed method is tested on a large family of instances, including real-world data collected from JD.com, and the effectiveness of the VNS algorithm and also the algorithm components are analyzed.