The invention discloses a multi-point linearized probability energy flow method of an integrated energy system with electricity converting to natural gas. The method includes the following steps: firstly proposing an energy hub model containing wind electricity, thermoelectricity combined supply, and electricity converting to natural gas; then conducting quantitative analysis on precision of linearized energy flow equations of a power grid and a natural gas net, and subsequently making a conclusion that the precision of the linearized energy flow of the natural gas net is explicitly lower than that of the power grid. Based on the conclusion, the invention provides a method for calculating the multi-point linearized energy flow. At the same time, the method takes into consideration of the relativity between electricity, natural gas and thermal load and wind velocity, and based on a probability density distribution function of undetermined energy flow injection, adopts the monte carlo simulation method in generating random samples. For each random sample, the method adopts the multi-point linearization method in calculating the energy flow. According to the invention, the method has high calculation efficiency, and at the same time has linearization errors which are within an acceptance scope.