This paper presents an interval optimization model to solve the capacity configuration problem of an integrated energy system (IES), considering uncertain wind and solar energies. The uncertain variables representing the renewable resources are handled as interval numbers in this model. To make a compromise among multiple objectives including economic and environmental ones, the capacity configuration problem is formulated as a multi-objective problem. In order to solve the problem, GSOMP (group search optimizer with multiple producers), is employed to obtain the Pareto-optimal solutions. Furthermore, evidential reasoning approach is applied to determine the final capacity configuration scheme from the Pareto frontier. A small-scale direct district heating (DH) system is employed to conduct the capacity configuration study. The results demonstrate the efficiency of the proposed interval optimization model and decision making approach in dealing with the capacity configuration problem of the integrated energy system.