Abstract: The integrated energy system is a comprehensive energy supply system which integrates many kinds of energy into one and is convenient for people"s life.The collection and analysis of comprehensive energy information is the basis and premise of building a comprehensive energy information system. In this paper, we propose a new method of integrated energy data compression and collection based on compressed sensing of composite data structure. First of all, the user comprehensive energy data analysis, composite data structure of integrated energy storage, multi-source data fusion of integrated energy data; then, the design of a composite data structure normalized over complete dictionary for comprehensive utilization of energy data acquisition, compression and signal reconstruction is applied to the comprehensive energy data; On this basis, a compressed sensing reconstruction algorithm is proposed to deal with the comprehensive energy data, and the integrated energy performance of the user is analyzed by using compressive sensing reconstruction, Finally, the simulation results verify the design method of this paper to deal with the effectiveness of the integrated energy data.