With the development of integrated energy system, the energy coupling degree is deepening. Especially the multienergy coupling price mechanism is formed on the energy selling side.An energy management optimization strategy based on noncooperative game is proposed for a comprehensive energy system with multienergy coupling pricing mechanism.Firstly, the energy cost model based on conditional value at risk (CVAR) is established according to the energy coupling price mechanism of the integrated energy system.Then, a noncooperative game model between users in a comprehensive energy system is established.The original problem is transformed into a quadratic programming problem with a single objective by constructing a potential function.It is proved that the equilibrium of pure strategy game exists and is unique.Finally, an example is analyzed to show the energyconsumption of users decreases somewhat and therefore verify the effectiveness of the proposed model and method.