With the construction requirements of new power systems and the gradual promotion of marketization, an integrated energy operator (IEO) is required to make reasonable pricing strategies to supply energy to energy users (EU) and obtain operational revenue. To reveal the influence law of information asymmetry and its extent on the evolution of IEO pricing behavior strategy, a Stackelberg master-slave game pricing model is built with IEO as the dominant pricing decision-maker and EU load adjustment as the follower. Information gap decision theory (IGDT) and robust game method are introduced to characterize and solve the impact of information asymmetry on IEO-EU pricing game behavior, respectively. Combined with practical examples, this paper analyzes the influence of information asymmetry on IEO pricing revenue and EU revenue, studies the quantitative relationship between information asymmetry and IEO optimal pricing, and proposes an IEO robust pricing strategy considering information asymmetry. The algorithm analysis shows that IEO can take advantage of information to seek overpricing in the case of information asymmetry. Excess profit goes up with the increase of information asymmetry degree. Government regulators should improve the information disclosure and enhance information disclosure requirements of IEOs, as well as enhance the EU′s awareness of energy prices and energy costs.