Heating-electricity union is a commercially effective way in using energy. Limited by the asymmetric information, government may misunderstand the costs submitted by heating companies. This Paper establishes an information gambling model among government, heating companies and users, which is used to study governmental pricing decision and factors balancing heating suppliers and users' benefits. Three balanced situations may be reached between government and heating companies, a mixed balance by partially marketing, separated balance by totally marketing, and separated balance out of marketing. The second one is the premier status in governmental heating pricing decision, which needs to increase fake risk costs and expected rick costs. This paper presents suggestions on regulating heating-electricity united pricing mechanism to ensure the rights of heating suppliers and users and to promote the expansion of heating-electricity union.