Large-scale access of distributed generations, the increasing interconnection of large DC power grids and the demand fluctuation of loads caused by climate change put forward higher requirements for power system stability. The flexible resources on the demand side can respond quickly to meet the needs of power balance of the system. Under the background of the interconnection of multi-energy networks, multi-energy loads (MELs) have become excellent demand response (DR) resources. Firstly, MEL models are established in this paper, including the models for replaceable load, reducible load, transferable load and translational load. Moreover, considering that DR needs to be supported by the ancillary service market, an ancillary service market clearing model with DR provided by MEL aggregators is proposed. Finally, this paper summarizes and prospects the future development of DR with MEL.