According to the energy consumption characteristics of gas stations, the district energy system (DES) based on natural gas and renewable energy is a suitable form of energy supply. In the process of DES operation and dispatching, there are various uncertainties brought by the strong coupling of equipment and the fluctuation of internal and external surroundings, and these uncertain parameters are often correlated. In this paper, an improved affine arithmetic (AA) based method is proposed to solve the economic dispatching problem of DES with correlated uncertainties. Firstly, an optimal dispatching model considering economic and environmental factors is constructed. An affine algorithm is introduced and interval arithmetic (IA) is used to improve the problem of interval extension and high-order noise element. Taking a classical DES system as an example, the optimal dispatching of the system is analyzed using deterministic method, interval method and the proposed method. The application effect of the proposed method under different uncertainties scale and amplitude is also discussed. The calculation results in different scenarios show that compared with the traditional IA method, the proposed method can effectively reduce the width of the target value interval by about 13%, which can further contribute to the optimal operation decision.