With the development of smart power distribution technology and demand response technology, scientific and reasonable interaction mechanism has become an effective approach to achieve the integrated energy consumption optimization and improve multi-party interaction. This paper studies the industrial integrated energy system (IES). Firstly, the hierarchical interaction structure of IES is established with the principle of promoting interaction and improving dispatching efficiency. Secondly, multiple interaction patterns including demand side bidding, contracted demand response, heat-electricity coupling and critical peak pricing are analyzed. Thirdly, considering the combined heat and power(CHP) generation characteristics and the complementation of heat and electricity demands, the integrated demand response dispatching model is built and the multi-agent oriented interaction mechanism of IES is established, which could effectively save integrated energy cost, and achieve the win-win situation for operator, consumers and CHP of the industrial park. The case study verifies the effectiveness and economy of the mechanism proposed.