Abstract: The energy storage configuration is one of crucial means for integrated load aggregator (ILA) to participate integrated energy system (IES) and to ensure the development of its self-development. However, in existing reports about ILA research the research related to the optimal energy storage configuration at ILA side have been seldom reported. For this reason, on the basis of establishing joint market mechanism of electricity-gas the IGDT method was led in to research this topic. Firstly, a joint market mechanism of electricity and gas was constructed, in which the minimum annual cost of ILA was taken as the objective to establish the optimal model of energy storage configuration for ILA under market mechanism. Secondly, in allusion to the uncertainty of real-time electricity price and gas price in electricity-gas market, the information gap decision theory (IGDT) was led in to obtain two optimized energy storage configuration models of ILA with two different risk attitudes. Finally, by means of analyzing calculating example, the capacities of energy storage configurations of ILA under different risk attributes as well as corresponding purchasing and selling strategies of electricity and gas were obtained, and the influences of different day-ahead electricity price and gas price on energy storage configuration as well as the influences of different energy storage configuration schemes on the economy of ILA were analyzed, and the influences of different energy storage configuration schemes on the economy of ILA were analyzed.