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By constructing digital twins (DT) of an integrated energy system (IES), one can benefit from DT's predictive capabilities to improve coordinations among various energy converters, hence enhancing energy efficiency, cost savings and carbon emission reduction. This paper is motivated by the fact that practical IESs suffer from multiple uncertainty sources, and complicated surrounding environment. To address this problem, a novel DT-based day-ahead scheduling method is proposed. The physical IES is modelled as a multi-vector energy system in its virtual space that interacts with the physical IES to manipulate its operations. A deep neural network is trained to make statistical cost-saving scheduling by learning from both historical forecasting errors and day-ahead forecasts. Case studies of IESs show that the proposed DT-based method is able to reduce the operating cost of IES by 63.5%, comparing to the existing forecast-based scheduling methods. It is also found that both electric vehicles and thermal energy storages play proactive roles in the proposed method, highlighting their importance in future energy system integration and decarbonisation. • A deep learning and digital twins (DT) based scheduling method is proposed. • Physical IES performance is addressed by its virtual replica's predictive capability. • A machine learning method is proposed to address multiple uncertainty challenges. • Historical U.K. datasets are used for performance evaluations. • Results demonstrate the Digital Twin model reduces the extra operating cost by 63.5%. [ABSTRACT FROM AUTHOR]