With the increasing diversification of human energy use forms in the integrated energy market, how to analyze the decision of comprehensive energy use behavior for different user groups according to the changing characteristics of their energy demand is an important issue. To solve this problem, a decision method of a user’s comprehensive energy use behavior based on an evolutionary game is proposed. First, considering three types of users that include residents, large industry, and business users, a utility model which takes into account energy use characteristics of users and user comfort factors is constructed based on a subjective and objective combination weighting method. Then, a game model is proposed to describe the dynamic process of user energy selection based on the evolutionary game method. Finally, the model is solved by a distributed iterative method. The correctness and validity of the proposed method are verified by the simulation results. This work is supported by National Natural Science Foundation of China (No. 51607104).