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The present application relates to a method for optimizing energy consumption of an electric-thermal integrated energy system with reduced loss, comprising: obtaining energy consumption data of the electric-thermal integrated energy system; processing the obtained energy consumption data, classifying it according to energy consumption regions, and dividing time periods; analyzing the energy consumption data of different regions respectively, obtaining consumption sources; optimizing the energy consumption of different regions respectively, generating improvement suggestions for the consumption sources; implementing loss reduction measures, and analyzing and comparing the loss reduction effects, recording the effective loss reduction measures for popularization and use. The present application also discloses an energy consumption optimization system. The present application obtains energy consumption data of different regions and different time intervals, monitors energy consumption abnormal nodes in real time; uses a normal distribution probability model of an expectation maximization algorithm to calculate the optimal energy consumption data distribution, generates improvement suggestions for the consumption sources, and optimizes energy consumption.