The invention discloses an optimal scheduling method of an integrated energy system considering the power-to-gas (P2G) running cost, comprising the following steps: establishing an energy hub model containing P2G, analyzing the influence of the P2G running cost on the system economy and the wind power acceptance capacity on the basis of the model, and establishing a multi-objective day-ahead optimal scheduling model; and coordinating the contradictory relation of the multi-objective day-ahead optimal scheduling model through a weighted fuzzy programming method to realize the transformation from multiple objectives to a single objective. The multi-objective model proposed in the invention takes both the system economy and the wind power acceptance capacity into consideration, and diversified choices can be provided for scheduling decision making.