The invention relates to a thermoelectric-combined-system distributed scheduling method under an auxiliary service market environment and belongs to the electric power system operation control technology field. In the method, a scheduling model of an electric power system and a scheduling model of a heat supply system are comprehensively considered, and an extra scheduling target under the auxiliary service market environment is also considered so that a thermoelectric-combined-system scheduling model under the auxiliary service market environment is established. Based on a variable direction multiplier algorithm, the electric power system and each heat supply system process scheduling problems of respective jurisdictional areas in a distributed mode. Through interactive iteration of boundary data among different systems, a thermoelectric-combined-system distributed-scheduling optimal solution under the auxiliary service market environment is acquired. By using the thermoelectric-combined-system distributed scheduling method under the auxiliary service market environment, a good convergence speed is possessed; and through a heat storage effect of the heat supply system, flexibility of system operation can be increased.