The present invention provides a multi-time scale interaction method and apparatus for an integrated energy system considering thermoelectric coupling. The method comprises: obtaining a first compensation quotation for an interruptible load and a second compensation quotation for a thermal load change amount of each user in the park; determining the interruptible load and the thermal load change amount of each user as to-be-solved quantities, the first compensation quotation and the second compensation quotation corresponding to each user as known quantities, and a minimum compensation cost asan objective function; under the constraint condition, performing optimized calculation on the function to obtain a day-ahead load scheduling plan, wherein the load scheduling comprises reducing theelectric load of the user and increasing the thermal load of the user; and at the intra-day, scheduling the load of each user in the park according to the day-ahead load scheduling plan. According tothe technical scheme of the present invention, the technical problem that the means of electric power demand interaction traditionally used in the electricity system in the process of regulating the comprehensive energy allocation in the industrial park is single is solved.