An intra-day rolling scheduling method for an integrated heat and electricity system including: establishing an objective function for scheduling of the integrated heat and electricity system, the objective function aiming to make operating costs of the integrated heat and electricity system to be a minimum; establishing constraints for a steady-state safe operation of the integrated heat and electricity system; and solving the objective function based on the constraints by an interior point method, to obtain an active power and a heating power of each combined heat and power unit, an active power of each thermal power unit, a heating power of each heat pump, and an active power consumed by each circulating pump.