Abstract: The optimal dispatch of electricity gas integrated energy system is an important means to improve the economic benefits of the system. However, its optimal dispatch model is complex, with many constraints and difficult to solve. At the same time, there are large errors in the load and renewable energy forecast values. In order to solve this problem, firstly, a centralized optimal scheduling model is constructed. Secondly, ADMM is used to transform the centralized optimal scheduling model into two subsystems that can interact with each other. At the same time, rolling optimization method is introduced into the algorithm to build a distributed rolling optimal scheduling model. Finally, an example is given to verify the feasibility and effectiveness of the proposed method, which reduces the impact of prediction error on the system to a certain extent. By comparing the system operation cost of three optimization models, it shows that the distributed rolling optimization model has good convergence and certain economic benefits.