In the traditional power system demand response, customers respond to electricity price or incentive and change their original power consumption pattern accordingly to gain additional benefits. With the development of multienergy systems (MES) in which electricity, heat, natural gas and other forms of energy are coupled with each other, all types of energy customers are able to participate in demand response, leading to the concept of integrated demand response (IDR). In IDR, energy consumers can response not only by reducing energy consumption or opting for off-peak energy consumption but also by changing the type of the consumed energy. Taking the traditional demand response in power system as a starting point, the studies of the fundamental theory, framework design and potential estimation of demand response in power system are reviewed, and the practical cases and software development of demand response are introduced. Finally, the current theoretical research and application of IDR are assessed.