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With increasing renewable energy integrated to the integrated energy systems (IESs), the dynamic characteristics and coupling effects of different forms of energy need to be taken into consideration. Dynamic behaviors of heating systems are not well captured by the traditional steady‐state models of integrated heat‐electricity systems (IHESs). As integrated demand response (IDR) technology is widely used in IHESs, it is of great significance to establish the models of IHESs considering demand side management and dynamic behaviors of district heating network (DHN). Firstly, in order to accurately reflect the real‐time operation of the systems, a modeling method of IHESs containing source, network, and load is proposed. Then, based on the dynamic model of each equipment in the DHN and the demand response of multiple types of loads, a multi‐energy flow dynamic model considering IDR and dynamic behaviors of DHN is proposed. In this paper, the models of the equipment are integrated under a unified framework, and a coordinated control model of the IHES is given, which aims to realize the economic operation of the system. Finally, the system model is placed in different scenarios for simulation. The results verify the dynamic characteristics of the DHN, and prove that the control strategy design for the IHES can help to improve the wind power consumption capacity and reduce costs. [ABSTRACT FROM AUTHOR]