The increasing interdependency of electricity and natural gas systems promotes coordination of the two systems for ensuring operational security and economics. This paper proposes a robust day-ahead scheduling model for the optimal coordinated operation of integrated energy systems while considering key uncertainties of the power system and natural gas system operation cost. Energy hub, with collocated gas-fired units, power-to-gas (PtG) facilities, and natural gas storages, is considered to store or convert one type of energy (i.e., electricity or natural gas) into the other form, which could analogously function as large-scale electrical energy storages. The column-andconstraint generation (C&CG) is adopted to solve the proposed integrated robust model, in which nonlinear natural gas network constraints are reformulated via a set of linear constraints. Numerical experiments signify the effectiveness of the proposed model for handling volatile electrical loads and renewable generations via the coordinated scheduling of electricity and natural gas systems.