The proliferation of renewable energy resources and the incorporation of various types of energy bring opportunities as well as new challenges to the planning and operations within integrated energy systems (IESs). To better characterize multiple uncertain variables within IES, reducing wind power curtailment and minimizing costs, this paper proposes an IES collaborative planning model with EHs, in which uncertain variables are depicted by Z-numbers. Firstly, Z-number incorporates both fuzzy and probabilistic uncertainties, allowing the representation of uncertain variables with credibility information in constraints. Secondly, simplifying Z-numbers into an engineering-applicable method reduces the complexity of model resolution. Thirdly, to fully leverage the complementary transformation characteristics among different energy sources, the optimization model includes decisions on the capacity of energy conversion and energy storage components within EHs. Moreover, outside the EHs, conventional generator dispatches, and the hardening of electric-gas grid decisions are also included. Finally, the model is verified on an IES that involves the coupling of a six-node power system and a six-node gas system, and numerical results validate that wind power output values represented by Z-numbers have a standard deviation of only 0.33 from actual values. Furthermore, different credibility information in Z-numbers significantly impacts planning outcomes; an increased DR credibility can be conducive to reducing wind curtailment with 45KW and help cost-savings with 4.05%.