The integrated electricity–gas energy system (IEGES) coordinates the power system and natural gas system through P2G equipment, gas turbines and other coupling components. The IEGES can realize wide-range and long-distance transmission of electricity, heat and natural gas, and truly realize large-scale cross-regional energy supply in space. At present, the theoretical system applicable to the comprehensive benefit evaluation of the IEGES has not been established, and the economic, environmental and social benefits of the system are still at a preliminary study stage. Therefore, the comprehensive benefit evaluation model of the IEGES is constructed, and the integrated benefit evaluation indicator system of the IEGES is designed along the investment and planning, energy supply, equipment operation, power distribution and terminal user. Through the combination of subjective and objective indicator weighting methods, the weights of each indicator are clarified and the matter-element extension theory (MEE) is used to improve the technique for order preference by similarity to ideal solution (TOPSIS), and the comprehensive benefit evaluation model of the IEGES is established. Finally, taking Beijing Yanqing IEGES, Tianjin Eco-city No. 2 Energy Station and Hebei IEGES III as an example, the practicability and effectiveness of the evaluation indicator system and model are verified.