Worldwide natural gas consumption has increased significantly, especially for power generation in electricity systems with the gas-to-power (G2P) process of natural gas fired units. Supply for both natural gas and electricity systems should be dispatched economically and simultaneously due to their firm interconnection. This paper proposes a security-constrained bi-level economic dispatch (ED) model for integrated natural gas and electricity systems considering wind power and power-to-gas (P2G) process. The upper level is formulated as an ED optimization model for electricity system, while the lower level is an optimal allocation problem for natural gas system. Natural gas system is modeled in detail. In addition, the security constraints and coupling constraints for the integrated energy systems are considered. The objective function is to minimize the total production cost of electricity and natural gas. The lower model is converted and added into the upper model as Karush-Kuhn-Tucher (KKT) optimality conditions, thus the bi-level optimization model is transformed into a mix-integer linear programming (MILP) formulation. Numerical case studies on the PJM-5bus system integrated with a seven-node gas system and IEEE 118-bus system integrated with a modified Belgian high-calorific gas system demonstrate the effectiveness of the proposed bi-level ED model. (C) 2016 Elsevier Ltd. All rights reserved.