Considering the continuous electricity and heat load growth of integrated energy, as well as the rapid development of power sources such as combined heat and power(CHP) and wind turbine, an optimization model that considers the integrated demand response of electricity and heat is proposed. Firstly, the dispatchable value of electric load and thermal load are analyzed on the load side and a real-time electricity price model is established for electric load. The model is adjusted by price-based demand response. The transmission delay characteristics of thermal load are taken into account and auto regression moving average(ARMA) model is used to describe. The fuzzy comfort characteristics of heat load are taken into account so that the thermal load is flexible. It is the thermal demand response. Based on the two response modes, the electric and thermal loads are adjusted to increase the space for wind power to connect to the grid. Secondly, electric boilers and heat storage devices are added on the source side. They increase the flexibility of the system and decouple the rigid demand of CHP "power determined by heat". Finally, minimizing the daily operating costs and wind abandon costs of the system is the target. CPLEX in Matlab is used to solve the model. The calculation example shows that the method can significantly improve the absorption capacity of wind power, which can reduce the operating cost of the system and improve the efficiency of energy utilization.