Since　there　exist　various　uncertainties　in　integrated　energy　systems,　it　is　necessary　to　study　the　probabilistic　energy　flow　of　the　integrated　energy　system.　However,　the　existing　probabilistic　energy　flow　calculation　methods　have　the　problem　of　low　computational　efficiency　and　are　difficult　to　add　correlation　between　variables.　This　paper　presents　a　calculation　method　to　solve　these　probabilistic　energy　flow　problems.　First,　this　paper　models　the　integrated　energy　system　which　is　interconnected　with　natural　gas　and　electricity　system,　and　takes　the　uncertainty　of　wind　farms　and　photovoltaic　power　plants　in　power　system　into　account　by　carrying　out　Monte　Carlo　simulation.　Second,　this　paper　adds　correlation　between　wind　farm　and　photovoltaic　power　plants　samples　by　Nataf　transformation.　Finally,　time-domain　simulations　are　performed,　and　the　results　show　the　accuracy　of　the　proposed　method.　Index　Terms　-　Integrated　Energy　System,　Monte　Carlo　Simulation,　Point　Estimation,　Nataf　Transformation　©　2019　IEEE.