This paper proposes a joint optimization framework for the demand response-capacity configuration design of the integrated energy system (IES), in which both the economic cost and closed-loop dynamic regulation performance under source-load fluctuations are considered. The joint optimization consists of two layers. The upper layer optimizes the time of use electricity price to adjust the demand response of electric load; while the lower layer optimizes the capacity configuration, scheduling instructions and incentive-based thermal load demand response under typical scenarios. To fairly evaluate the impact of equipment capacity and demand response on the dynamic control performance of the IES, multi-parameter programming-based predictive control approach is applied to develop an offline design and scheduling-perceptive control system. A closed-loop dynamic scheduler is then developed based on the control system, which can optimize the operating instruction of each equipment considering their dynamic operating practice. Simulation studies on a typical off-grid combined heat and power IES show that the proposed approach can effectively match the demand response to the capacity configuration of the IES, helping the system achieve a dynamically flexible and economic energy supply.