In this paper, we present a real-time photo-realistic SLAM method based on marrying Gaussian Splatting with LiDAR-Inertial-Camera SLAM. Most existing radiance-field-based SLAM systems mainly focus on bounded indoor environments, equipped with RGB-D or RGB sensors. However, they are prone to decline when expanding to unbounded scenes or encountering adverse conditions, such as violent motions and changing illumination. In contrast, oriented to general scenarios, our approach additionally tightly fuses LiDAR, IMU, and camera for robust pose estimation and photo-realistic online mapping. To compensate for regions unobserved by the LiDAR, we propose to integrate both the triangulated visual points from images and LiDAR points for initializing 3D Gaussians. In addition, the modeling of the sky and varying camera exposure have been realized for high-quality rendering. Notably, we implement our system purely with C++ and CUDA, and meticulously design a series of strategies to accelerate the online optimization of the Gaussian-based scene representation. Extensive experiments demonstrate that our method outperforms its counterparts while maintaining real-time capability. Impressively, regarding photo-realistic mapping, our method with our estimated poses even surpasses all the compared approaches that utilize privileged ground-truth poses for mapping. Our code has been released on https://github.com/APRIL-ZJU/Gaussian-LIC.