Electricity, water, and gas systems are critical infrastructures that are sustaining our daily lives. This paper studies the joint operation of these systems through a proposed optimization model and explores the advantage of considering the system of systems. Individual and joint optimizations are studied and compared. The numerical results show that the total electricity cost for these three systems can be reduced by 9% via joint optimization. Because the water system and gas system intrinsically include the storages in their systems, the power system can use these storages as the regulation capacity to shift load from peak hours to off-peak hours. Since the saving on the power generation cost surpasses the incremental cost in the operation and maintenance (O&M), the overall economic performance is improved by the joint optimization.