State estimation (SE) usually serves as the basic function of the energy management system (EMS). In this paper, the time-scale characteristics of the integrated heat and electricity networks are studied and an SE model is established. Then, a two-stage iterative algorithm is proposed to estimate the time delay of heat power transportation in the pipeline. Meanwhile, to accommodate the measuring resolutions of the integrated network, a hybrid SE approach is developed based on the two-stage iterative algorithm. Results show that, in both steady and dynamic processes, the two-stage estimator has good accuracy and convergence. The hybrid estimator has good performance on tracking the variation of the states in the heating network, even when the available measurements are limited.