Economic optimal operation of micro-grid is a significant direction of micro-grid research. In order to realize the comprehensive optimization of distributed generation-grid-loads of micro-grid, the resources including power supply side and demand side are fully considered with combination of the transferable load model under demand response and the economic optimal operation model of micro-grid in this paper, the chaotic firework algorithm (C-FWA) is used to optimize the load of demand side and the active power output of the power supply side synthetically, and the validity and feasibility of C-FWA for solving this type of problem are verified. The simulation results show that the economy of the micro-grid system is improved when the resources of power supply side and the demand side are fully taken into account, and the roles of peak clipping and valley filling are played in grid-connected operation mode.