The invention relates to a user demand response method considering electric energy storage and thermal energy storage in a market environment, and belongs to a demand response technology based on real-time electricity price. According to the method, the power consumption load has price elasticity, that is, the higher the real-time electricity price is, the smaller the load is, and the power consumption mode of the user is optimized by taking minimization of the power consumption cost of the user as a target; the user energy system comprises an electric load, a heat load, electric energy storage, heat energy storage and an electric boiler capable of converting electric energy into heat energy. Characteristic constraints of the electric load, the heat load, the electric energy storage and the electric boiler are considered, and an objective function is established. The method is an effective exploration of commercial development of a demand response mode in a spot market environment, andis of great significance to energy revolution in China.