Regarded as a long-term, large capacity energy storage solution, commercialized power-to-gas (PtG) technology has attracted much research attention in recent years. PtG plants and natural gas-fired power plants can form a close loop between an electric power system and a natural gas network. An interconnected multi-energy system is believed to be a solution to the future efficient and environmental friendly energy systems. However, some crucial issues require in-depth analysis before PtG plants can be economically implemented. This paper discusses current development status and potential application of PtG plants in the future interconnected multi-energy systems, and further analyzes the costs and benefits of PtG plants in different application scenarios. In general, the PtG plants are not economical efficient based on current technologies and costs. But the situation is likely to change with the development of PtG technologies and interconnected operation of gas-electricity energy system.