The　rapid　growth　of　gas-fired　units　and　the　development　of　power-to-gas　(PtG)　technology　have　strengthened　the　interdependency　of　power　system　and　natural　gas　system　and　provided　a　new　way　for　the　absorption　of　renewable　energy.　This　paper　proposes　a　distributionally　robust　optimization　(DRO)　scheduling　model　for　the　electricity-gas　coupled　integrated　energy　system　considering　wind　power　uncertainty　and　PtG　technology.　Combining　the　advantages　of　stochastic　programming　and　robust　optimization,　the　proposed　DRO　model　describes　the　uncertainty　by　an　ambiguity　set　constructed　based　on　the　confidence　bands　of　its　probability　density　function,　and　aims　to　minimize　the　expectation　of　the　re-dispatch　cost　under　the　worst-case　distribution.　Moreover,　a　novel　affine　adjustable　strategy　with　the　allocation　ratio　pairs　is　developed　to　enhance　the　flexibility　of　reserve　configuration.　Benefiting　from　the　special　structure　of　the　ambiguity　set,　the　proposed　model　with　uncertainties　can　be　reformulated　as　a　mixed　integer　linear　program　problem　to　solve.　Case　studies　are　implemented　on　three　coupled　systems　with　different　scales,　and　simulation　results　demonstrate　that　DRO　with　proposed　affinely　adjustable　strategy　can　obtain　the　scheduling　solution　with　lower　conservatism　and　higher　economical　performance　compared　to　the　adjustable　robust　optimization　and　DRO　with　the　single　adjustment　strategy.　©　2020　Elsevier　Ltd