The integrated regional energy system has significant advantages in realizing multi-energy complementarity and improving system energy utilization, which has gradually become a hot research topic nowadays. In this study, a corresponding optimal operation model is established for the integrated regional energy system. Moreover, the game relationship between the microgrid operator and the user aggregator in the integrated regional microgrid considering user-side electric heating equipment is studied and analyzed, and a two-layer game model between the microgrid operator and the user aggregator is proposed. Meanwhile, sensor devices, such as temperature sensors, thermal sensors, and energy sensors, are included in the integrated energy system and are used to provide real-time data to help monitor the state of the system and improve the control strategy and rationality and intelligence of the system. Finally, the electricity and heat prices of the upper-level microgrid operator are updated using the improved coati optimization algorithm (ICOA), and the lower-level optimization problem is modeled and solved by the solver. The results show that the proposed two-tier planning approach can considerably improve the revenue of the lower tier user side while ensuring the revenue of the upper tier microgrid operator. The revenue of the user aggregator increases by 23.1%, and the total system revenue increases by $29, which realizes a win–win situation for both the microgrid operator and the user aggregator and has long-term significance for improving the operational stability and economy of the regional integrated microgrid system.