The configuration of energy storage in the integrated energy system (IES) can effectively improve the consumption rate of renewable energy and the flexibility of system operation. Due to the high cost and long cycle of the physical energy storage construction, the configuration of energy storage is limited. The dynamic characteristics of the heating network and the demand-side response (DR) can realize the space-time transfer of energy. Although there is no actual energy storage equipment construction, it plays a similar role to physical energy storage and can be considered as virtual energy storage in IES planning. In this paper, a multi-scenario physical energy storage planning model of IES considering the dynamic characteristics of the heating network and DR is proposed. To make full use of the energy storage potential of the proposed model, the virtual energy storage features of the dynamic heating characteristics of the heating network and DR are analyzed at first. Next, aiming at the uncertainty of wind turbine (WT) and photovoltaic (PV) output, the scenario analysis method is used to describe the wind and photovoltaic power output with different probabilities. Finally, an electrothermal IES with an IEEE 33-node network and a 26-node heating network serves as an example to verify the effectiveness of the proposed model. The case study shows that the proposed model effectively reduces the physical energy storage configuration and achieves the economic trade-off between the investment cost and the operation cost.