With the gradual progress of the energy system reform, the integrated energy market (IEM) has become a research hotspot, and the optimal competition strategy of the integrated energy service provider (IESP) is one of the key technologies in this field. Most energy markets use pool-based market operating models, therefore, the optimal competition strategy of IESP under the pool-based market is studied and a two-level optimization model for the competition strategy of IESP is established in this paper. In the two-level model, the upper model decision variables are energy price of users and bid strategy of IESP, and its goal is its own benefit, the lower models are the user response model based on the price elasticity of demand and electrical and natural gas pool-based market model. To solve the problem, the two-level model is transformed into a single-layer quadratic programming problem with linear constraints. Finally, a case analysis is given to demonstrate the effectiveness and feasibility of the proposed method.