With the continuous expansion of the scale of heating transformation in China, it is of great significance to study an optimal clean heating transformation scheme according to the advantages and characteristics of various heating modes for the transformation of energy structure and mitigation of an environmental crisis. In this paper, a joint staged planning method of "coal-to-electricity" and "coal-to-gas" considering incremental electricity load distribution is proposed. First, based on the energy structure of power generation and the actual power generation of clean energy, an incremental load distribution model of "coal to electricity" is constructed to analyze the incremental power generated by "coal to electricity" in detail. Then, taking the staged planning schemes of "coal-to-electricity" and "coal-to-gas" as decision variables, and taking the economic cost of user heating expenditure, the environmental and energy cost of heating reconstruction as optimization objectives, a joint staged planning model of "coal-to-electricity" and "coal-to-gas" is established. Finally, the model is solved by a vector order optimization algorithm. The correctness and validity of the proposed method are verified by the simulation results. This work is supported by National Natural Science Foundation of China (No. 51607104) and Science and Technology Project of State Grid Corporation of China (No. SDHZ2018112).