The integration of multi-energy systems increases renewable penetration and efficiency of energy use, and reduces costs. This integration is further reinforced by new technologies, such as cross-vector demand response and power-togas technologies, bringing big flexibility to system operation. This paper studies the optimal operation of multi-vector energy systems, considering cross-vector demand response with power-togas technology by using robust optimization. An energy hub system (EHS) is considered as the realization of a multi-vector energy system, which consists of (a) the two-way multienergy converters between electricity and gas, (b) an energy storage system and (c) renewable energy resources. The demand response to energy price variations in both electricity and heat is considered, where customers can change their energy consumption behaviors motivated by pricing mechanisms. In the EHS, energy conversion, storage, production and consumption are all modeled. To handle the uncertainty from renewable power generation, robust optimization is used with a hybrid box-polyhedral uncertainty set for solving the built model. Case studies demonstrate that the proposed method can