The intermittency and unpredictability are the obstacles to absorb all wind power. The combined heat and power (CHP) system has been widely utilized as a heat and electricity source, and the heating load limits the regulatory capacity of CHP to reduce curtailed wind power. This study proposes an optimization model of an integrated power and heating network system to fully utilize curtailed wind power. The thermal inertia in the primary heating network, thermal comfort of end-users, and electric boiler in the secondary heating network are included in multiple scenarios to analyze different operation strategies. The simulation results show that considering the heating network, the inertia and thermal comfort of end-users could reduce the curtailed wind power ratio from 15% to 9%. Adding a peak-shaving electric boiler on the user side can increase the system electric load and reduce the curtailed wind power, while reducing the heat output of the CHP unit during the peak and low periods of the heat load at night. Moreover, there is less than 1% of the curtailed wind power ratio if the peak-shaving capacity ratio is higher than 10%, which means the application recommendations of installed electric boiler capacity are obtained to increase enough flexibility of the power and heating network system.