Denmark’ goal of being independent of fossil energy sources in 2050 puts forward great demands on all energy subsystems (electricity, heat, gas and transport, etc.) to be operated in a holistic manner. The Danish experience and challenges of wind power integration and the development of district heating systems are summarized in this paper. How to optimally use the cross-sectoral flexibility by intelligent control (model predictive control-based) of the key coupling components in an integrated heat and power system including electrical heat pumps in the demand side, and thermal storage applications in buildings is investigated.