The building itself has a certain thermal inertia, which makes the energy supply process of the energy system flexible. At the same time, the comfort of the user should be ensured in the process of building energy supply adjustment. To solve the above problems, this paper proposes a considering demand response (DR) and user comfort of building integrated energy system (BIES) multi-objective optimization method. Firstly, a typical BIES model and a device power model are constructed. Secondly, according to the price elasticity matrix and building thermal inertia, the price-type and regulation-type DR models are constructed. Then, according to the economic, environmental protection, and comfort requirements of the BIES, considering the constraints of power balance, equipment operation, DR, and so on, the BIES optimal scheduling model is established. The multi-objective gray wolf optimizer (MOGWO) algorithm is optimized by chaos operator and t distribution. The model is solved and the optimized algorithm is to obtain the Pareto optimal solution set, using the VIKOR method for the optimal decision solution set. Finally, the BIES in a building is used as an example for analysis, and the results show that the proposed method can effectively balance the efficiency of system operation, environmental protection, and energy efficiency.