Integrated energy service provider, as a multi-energy supply entity, can participate in market transactions. To explore new profit sources for integrated energy service provider in the electricity market environment, a multi-agent interactive mechanism considering demand response has been constructed. This mechanism takes into account the uncertainties of photovoltaic output, diverse energy demand power, market electricity price, and demand response resource potential. By employing interval optimization methods, a mixed-integer linear programming model is developed to represent the day-ahead operational optimization problem for integrated energy service provider,yielding strategies for energy procurement, equipment operation, and demand response resource utilization. Case studies are verified that demand response mechanism can effectively reduce purchased cost and increase the operational revenue of integrated energy service provider.