To utilize the complementary feature of different power sources, wind power plant (WPP), and solar photovoltaic power (PV), convention gas turbines (CGT) and incentive-based demand response (IBDR) are integrated into a multienergy complementary system (MECS) with the implementation of price-based demand response (PBDR). Firstly, the power output model of WPP, PV, and CGT is constructed and the mathematical model of DR is presented. Then, a multiobjective scheduling model is proposed for MECS operation under the objective functions of the maximum economic benefit, the minimum abandoned energy, and the minimum risk level. Thirdly, the payoff table of objective functions is put forward for converting the multiobjective model into a single objective model by using entropy weight method to calculate weighting coefficients of different objective functions. Finally, the improved IEEE 30 bus system is taken as the simulation system with four simulation scenarios for comparatively analyzing the influence of PBDR and IBDR on MECS operation. The simulation results show the following: (1) The MECS fully utilized the complementarity of different power sources; CGT and IBDR can provide peaking service for WPP and PV to optimize overall system operation. (2) The proposed algorithm can solve the MECS multiobjective scheduling optimization model, and the system scheduling results in the comprehensive optimal mode can take into account different appeal. And the total revenue, abandoned energy capacity, and load fluctuation are, respectively, 108009.30¥, 11.62 MW h, and 9.74 MW. (3) PBDR and IBDR have significant synergistic optimization effects, which can promote the grid connection of WPP and PV. When they are both introduced, the peak-to-valley ratio of the load curve is 1.19, and the abandoned energy is 5.85 MW h. Therefore, the proposed MECS scheduling model and solution algorithm could provide the decision basis for decision makers based on their actual situation.