Under a multi-energy environment, the conventional demand response programmes in smart-grid will be evolving to the concept of integrated demand response (IDR). In order to examine such an effect, this study presents a new methodological framework to conduct the probabilistic energy flow (PEF) analysis of integrated energy systems, while considering the potential effects of IDR. For this aim, a new price-elasticity-based IDR model is developed. As distinct from existing works, this study explicitly focuses on the stochastic characteristics of IDR programme and a novel Z-number-based technique is introduced to handle the relevant uncertainties that involved. The proposed Z-number model can not only capture the inherent randomness in demand-side performance but also account for the potential impact of information availability/reliability on the representation of IDR. Since the presence of Z-numbers makes the authors model include different types of uncertain representations, the fuzzy expectation technique and centroid method are jointly used to make them manageable under the same framework. A comprehensive algorithm based on the cumulant method and an optimisation scheme is employed to solve this PEF problem with consideration of IDR. The proposed framework is illustrated through numerical studies and simulation results confirm its effectiveness in actual implementations.